+107.3%
STLD vs UMAC
+473.8%
-366.5%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.5% | +3.6% | +1.2% |
| 7D | -0.9% | -3.4% | +2.5% | -0.9% |
| 30D | -8.9% | -15.1% | +6.2% | -8.6% |
| 3M | -14.0% | -10.8% | -3.3% | -14.1% |
| 6M | +30.8% | +15.7% | +15.2% | +28.4% |
| YTD | +42.3% | +80.1% | -37.9% | +37.4% |
| 1Y | +81.1% | +116.7% | -35.6% | +73.5% |
| All | +107.3% | +473.8% | -366.5% | +92.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling