+655.9%
STM vs UMC
+1,863.6%
-1,207.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.8% | +0.3% |
| 7D | -1.4% | +9.0% | -10.4% | -5.7% |
| 30D | -4.9% | +17.2% | -22.2% | -12.6% |
| 3M | -34.0% | +11.4% | -45.4% | -38.6% |
| 6M | +51.8% | +137.5% | -85.7% | -5.6% |
| YTD | +99.4% | +193.1% | -93.7% | +7.5% |
| 1Y | +99.1% | +240.3% | -141.2% | -1.3% |
| 3Y | +19.5% | +262.2% | -242.7% | -43.1% |
| 5Y | +19.5% | +143.1% | -123.6% | -32.7% |
| All | +655.9% | +1,863.6% | -1,207.7% | +42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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