+251.7%
STRL vs UMAC
+182.0%
+69.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.6% | +1.6% | -2.6% |
| 7D | +15.7% | -5.2% | +20.9% | +16.4% |
| 30D | -35.5% | -36.4% | +0.9% | -32.3% |
| 3M | -47.1% | -58.6% | +11.4% | -42.7% |
| 6M | -65.8% | -24.6% | -41.1% | -65.2% |
| YTD | -4.5% | -11.5% | +6.9% | -5.1% |
| 1Y | -10.5% | +16.9% | -27.4% | -12.8% |
| All | +251.7% | +182.0% | +69.7% | +239.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling