+86.9%
STLD vs UMAC
+141.5%
-54.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -6.4% | +6.5% | +0.5% |
| 7D | -2.8% | +3.3% | -6.1% | -3.0% |
| 30D | -10.4% | -10.4% | 0.0% | -10.1% |
| 3M | -10.6% | +1.8% | -12.3% | -11.3% |
| 6M | +32.7% | +40.7% | -8.0% | +26.2% |
| YTD | +42.8% | +90.9% | -48.1% | +30.3% |
| 1Y | +86.9% | +151.8% | -64.8% | +68.7% |
| All | +86.9% | +141.5% | -54.6% | +68.7% |
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