-35.3%
STX vs UMAC
-25.4%
-9.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.6% | +1.6% | -2.2% |
| 7D | +14.6% | -5.2% | +19.8% | +15.7% |
| 30D | -26.0% | -36.4% | +10.4% | -20.1% |
| 3M | -42.6% | -58.6% | +16.0% | -35.2% |
| 6M | -35.3% | -24.6% | -10.6% | -33.5% |
| All | -35.3% | -25.4% | -9.8% | -33.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling