+42.9%
STM vs UMC
+166.6%
-123.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +1.6% |
| 7D | +12.0% | +11.2% | +0.8% | +6.8% |
| 30D | -0.4% | -28.0% | +27.7% | +15.2% |
| 3M | -13.2% | -20.5% | +7.4% | -4.8% |
| 6M | -26.1% | -1.6% | -24.5% | -27.4% |
| YTD | +81.2% | +99.4% | -18.2% | +25.6% |
| 1Y | +98.3% | +120.4% | -22.1% | +31.4% |
| 3Y | +16.7% | +134.2% | -117.5% | -25.2% |
| 5Y | -4.8% | +78.8% | -83.7% | -31.4% |
| 10Y | +468.8% | +1,280.4% | -811.6% | +55.9% |
| All | +42.9% | +166.6% | -123.7% | -57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling