+234.4%
UMI vs SPY
+230.9%
+3.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | -0.2% | -0.4% | +0.1% | 0.0% |
| 30D | +3.4% | -1.4% | +4.8% | +4.2% |
| 3M | +6.1% | +3.7% | +2.4% | +3.5% |
| 6M | +8.6% | +13.0% | -4.4% | +0.2% |
| YTD | +29.3% | +12.4% | +16.9% | +19.5% |
| 1Y | +31.5% | +18.5% | +13.0% | +17.4% |
| 3Y | +105.0% | +77.6% | +27.3% | +40.6% |
| 5Y | +182.8% | +81.7% | +101.1% | +89.1% |
| All | +234.4% | +230.9% | +3.5% | +62.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SPY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling