+905.9%
STX vs UMAC
+473.8%
+432.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.5% | -1.3% | -3.6% |
| 7D | -2.3% | -3.4% | +1.2% | -2.0% |
| 30D | -5.5% | -15.1% | +9.6% | -4.8% |
| 3M | -4.3% | -10.8% | +6.5% | -4.5% |
| 6M | +115.6% | +15.7% | +99.9% | +109.5% |
| YTD | +202.2% | +80.1% | +122.1% | +186.8% |
| 1Y | +325.3% | +116.7% | +208.6% | +299.2% |
| All | +905.9% | +473.8% | +432.1% | +805.9% |
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