+102.4%
STX vs UMAC
+8.8%
+93.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.6% | +1.6% | -2.4% |
| 7D | +14.6% | -5.2% | +19.8% | +15.5% |
| 30D | -26.0% | -36.4% | +10.4% | -21.1% |
| 3M | -42.6% | -58.6% | +16.0% | -36.3% |
| 6M | -35.3% | -24.6% | -10.6% | -33.9% |
| YTD | +92.5% | -11.5% | +103.9% | +88.9% |
| 1Y | +102.4% | +16.9% | +85.5% | +94.9% |
| All | +102.4% | +8.8% | +93.6% | +94.9% |
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 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