-39.7%
STLA vs UMAC
+138.6%
-178.3%
-58.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.2% | +3.1% | -0.1% |
| 7D | -3.8% | -4.0% | +0.2% | -3.7% |
| 30D | -3.1% | -9.4% | +6.3% | -3.0% |
| 3M | -19.6% | +3.0% | -22.6% | -19.9% |
| 6M | -23.5% | +27.2% | -50.7% | -24.1% |
| YTD | -51.5% | +84.7% | -136.2% | -51.7% |
| 1Y | -39.7% | +136.5% | -176.1% | -40.9% |
| All | -39.7% | +138.6% | -178.3% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 1y: compounded portfolio wealth divided by compounded UMAC 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…
1y analysis · Full analysis span regression · 6 months rolling