+15.9%
STM vs UMAC
+488.3%
-472.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.7% | -1.4% |
| 7D | -1.1% | -4.0% | +2.9% | -0.9% |
| 30D | -7.8% | -9.4% | +1.6% | -7.6% |
| 3M | -28.2% | +3.0% | -31.2% | -28.9% |
| 6M | +52.0% | +27.2% | +24.8% | +47.4% |
| YTD | +96.4% | +84.7% | +11.7% | +86.5% |
| 1Y | +98.8% | +136.5% | -37.7% | +85.7% |
| All | +15.9% | +488.3% | -472.3% | +4.6% |
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