+495.6%
STRL vs UMAC
+508.0%
-12.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.4% | +5.0% | -0.8% |
| 7D | +8.2% | +3.3% | +4.9% | +7.8% |
| 30D | -6.3% | -10.4% | +4.1% | -5.8% |
| 3M | -41.2% | +1.8% | -43.0% | -42.0% |
| 6M | +20.4% | +40.7% | -20.4% | +14.0% |
| YTD | +61.7% | +90.9% | -29.2% | +49.1% |
| 1Y | +72.7% | +151.8% | -79.0% | +56.1% |
| All | +495.6% | +508.0% | -12.4% | +432.8% |
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