+97.0%
STM vs UMAC
+12.8%
+84.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.5% | +3.0% | +3.4% |
| 7D | +1.4% | -2.9% | +4.4% | +1.8% |
| 30D | -8.4% | -35.6% | +27.2% | -3.0% |
| 3M | -15.8% | -51.3% | +35.5% | -8.7% |
| 6M | -22.8% | -17.5% | -5.3% | -21.3% |
| YTD | +79.4% | -0.7% | +80.1% | +74.2% |
| 1Y | +97.0% | +16.5% | +80.5% | +86.9% |
| All | +97.0% | +12.8% | +84.1% | +86.9% |
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