+59.5%
STM vs UMC
+259.6%
-200.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +4.6% | -2.7% | -0.2% |
| 7D | +5.8% | +5.0% | +0.8% | +3.4% |
| 30D | -1.0% | +7.7% | -8.7% | -4.6% |
| 3M | -33.3% | +1.7% | -34.9% | -34.4% |
| 6M | +57.4% | +113.9% | -56.6% | +9.1% |
| YTD | +102.2% | +168.9% | -66.7% | +23.5% |
| 1Y | +99.6% | +207.2% | -107.6% | +14.6% |
| 3Y | +14.5% | +227.7% | -213.2% | -36.3% |
| 5Y | +21.4% | +118.0% | -96.7% | -19.7% |
| 10Y | +695.0% | +1,682.1% | -987.2% | +95.6% |
| All | +59.5% | +259.6% | -200.1% | -57.8% |
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 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