+973.4%
STX vs UMAC
+508.0%
+465.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.4% | +4.3% | -1.7% |
| 7D | +9.6% | +3.3% | +6.3% | +9.3% |
| 30D | +10.6% | -10.4% | +21.0% | +11.0% |
| 3M | +4.8% | +1.8% | +3.0% | +3.9% |
| 6M | +137.3% | +40.7% | +96.5% | +128.3% |
| YTD | +222.5% | +90.9% | +131.6% | +205.0% |
| 1Y | +366.2% | +151.8% | +214.5% | +334.8% |
| All | +973.4% | +508.0% | +465.4% | +863.3% |
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