+18.8%
STM vs UMAC
+549.5%
-530.7%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +9.3% | -9.9% | -1.1% |
| 7D | +5.2% | +14.7% | -9.5% | +4.3% |
| 30D | -7.4% | -0.5% | -6.9% | -7.7% |
| 3M | -30.6% | +0.5% | -31.1% | -31.3% |
| 6M | +66.4% | +57.9% | +8.4% | +59.7% |
| YTD | +101.1% | +103.9% | -2.8% | +89.9% |
| 1Y | +97.4% | +159.3% | -61.9% | +83.3% |
| All | +18.8% | +549.5% | -530.7% | +6.5% |
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