+107.7%
STLD vs UMAC
+549.5%
-441.8%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +9.3% | -10.1% | -1.0% |
| 7D | +2.7% | +14.7% | -12.0% | +2.2% |
| 30D | -8.4% | -0.5% | -7.9% | -8.6% |
| 3M | -9.9% | +0.5% | -10.4% | -10.3% |
| 6M | +33.0% | +57.9% | -24.9% | +29.4% |
| YTD | +42.6% | +103.9% | -61.3% | +37.2% |
| 1Y | +80.8% | +159.3% | -78.5% | +72.3% |
| All | +107.7% | +549.5% | -441.8% | +92.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling