-65.0%
STRL vs UMAC
-6.5%
-58.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.5% | +4.5% | +4.8% |
| 7D | +7.1% | -2.9% | +10.0% | +8.1% |
| 30D | -39.4% | -35.6% | -3.8% | -32.2% |
| 3M | -43.0% | -51.3% | +8.3% | -33.5% |
| 6M | -65.0% | -17.5% | -47.5% | -65.7% |
| All | -65.0% | -6.5% | -58.5% | -65.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling