+97.0%
STM vs UMC
+122.3%
-25.3%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.9% | -3.4% | +0.6% |
| 7D | +1.4% | +0.1% | +1.3% | +1.3% |
| 30D | -8.4% | -28.7% | +20.3% | +3.9% |
| 3M | -15.8% | -15.1% | -0.7% | -11.1% |
| 6M | -22.8% | +5.0% | -27.8% | -20.6% |
| YTD | +79.4% | +108.2% | -28.8% | +56.7% |
| 1Y | +97.0% | +121.7% | -24.7% | +64.8% |
| All | +97.0% | +122.3% | -25.3% | +64.8% |
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