+188.7%
STT vs UMAC
+488.3%
-299.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | -0.2% |
| 7D | -1.4% | -4.0% | +2.6% | -1.3% |
| 30D | +2.2% | -9.4% | +11.6% | +2.3% |
| 3M | +18.8% | +3.0% | +15.8% | +18.1% |
| 6M | +57.9% | +27.2% | +30.7% | +54.8% |
| YTD | +51.0% | +84.7% | -33.7% | +46.1% |
| 1Y | +77.1% | +136.5% | -59.3% | +69.7% |
| All | +188.7% | +488.3% | -299.6% | +168.7% |
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 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