+98.8%
STLD vs UMAC
+182.0%
-83.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.6% | +1.4% | -3.1% |
| 7D | +2.9% | -5.2% | +8.1% | +3.1% |
| 30D | -5.6% | -36.4% | +30.8% | -4.3% |
| 3M | -11.7% | -58.6% | +46.9% | -9.7% |
| 6M | -2.8% | -24.6% | +21.9% | -3.1% |
| YTD | +36.4% | -11.5% | +47.9% | +34.4% |
| 1Y | +50.0% | +16.9% | +33.1% | +46.3% |
| All | +98.8% | +182.0% | -83.2% | +88.4% |
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