-25.9%
STRL vs UMAC
+2.9%
-28.8%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.5% | -10.9% | -10.6% | -19.0% |
| 7D | -27.1% | -26.0% | -1.0% | -21.7% |
| 30D | -45.8% | -40.3% | -5.5% | -39.2% |
| 3M | -47.6% | -51.1% | +3.5% | -39.9% |
| 6M | -46.4% | -5.6% | -40.8% | -48.3% |
| YTD | -7.4% | +2.3% | -9.6% | -19.2% |
| 1Y | -25.9% | +7.9% | -33.7% | -37.2% |
| All | -25.9% | +2.9% | -28.8% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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