+123.8%
STX vs UMAC
+2.9%
+120.9%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -10.9% | +2.7% | -6.6% |
| 7D | -20.2% | -26.0% | +5.9% | -16.8% |
| 30D | -37.2% | -40.3% | +3.1% | -32.9% |
| 3M | -34.1% | -51.1% | +17.1% | -28.5% |
| 6M | -24.5% | -5.6% | -18.8% | -25.7% |
| YTD | +102.9% | +2.3% | +100.7% | +91.4% |
| 1Y | +123.8% | +7.9% | +115.9% | +111.2% |
| All | +123.8% | +2.9% | +120.9% | +111.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling