+189.5%
STT vs UMAC
+508.0%
-318.5%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.4% | +6.4% | +0.2% |
| 7D | +1.0% | +3.3% | -2.3% | +0.9% |
| 30D | +2.8% | -10.4% | +13.2% | +2.9% |
| 3M | +18.1% | +1.8% | +16.4% | +17.5% |
| 6M | +59.2% | +40.7% | +18.5% | +55.7% |
| YTD | +51.5% | +90.9% | -39.4% | +46.4% |
| 1Y | +75.7% | +151.8% | -76.1% | +68.0% |
| All | +189.5% | +508.0% | -318.5% | +169.3% |
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