+504.1%
STRL vs UMAC
+549.5%
-45.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +9.3% | -6.1% | +2.4% |
| 7D | +10.1% | +14.7% | -4.6% | +8.7% |
| 30D | -8.2% | -0.5% | -7.7% | -8.6% |
| 3M | -43.7% | +0.5% | -44.2% | -44.4% |
| 6M | +27.1% | +57.9% | -30.8% | +19.3% |
| YTD | +64.0% | +103.9% | -39.9% | +50.4% |
| 1Y | +75.2% | +159.3% | -84.1% | +57.6% |
| All | +504.1% | +549.5% | -45.4% | +437.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling