+22.5%
STM vs UMC
+139.4%
-116.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +5.1% | -5.6% | -3.4% |
| 7D | +5.2% | +6.6% | -1.4% | +1.2% |
| 30D | -7.4% | +16.6% | -23.9% | -15.6% |
| 3M | -30.6% | +11.0% | -41.7% | -36.2% |
| 6M | +66.4% | +131.3% | -64.9% | -4.9% |
| YTD | +101.1% | +182.5% | -81.3% | -4.4% |
| 1Y | +97.4% | +222.3% | -124.9% | -15.1% |
| 3Y | +21.1% | +253.0% | -231.9% | -52.6% |
| 5Y | +22.5% | +141.8% | -119.4% | -40.2% |
| All | +22.5% | +139.4% | -116.9% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling