+99.1%
STM vs UMC
+238.8%
-139.7%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.8% | +0.6% |
| 7D | -1.4% | +9.0% | -10.4% | -4.6% |
| 30D | -4.9% | +17.2% | -22.2% | -10.7% |
| 3M | -34.0% | +11.4% | -45.4% | -36.3% |
| 6M | +51.8% | +137.5% | -85.7% | +18.4% |
| YTD | +99.4% | +193.1% | -93.7% | +41.8% |
| 1Y | +99.1% | +240.3% | -141.2% | +30.1% |
| All | +99.1% | +238.8% | -139.7% | +30.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling