+929.0%
STX vs UMAC
+494.0%
+435.0%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.1% | +9.4% | +6.5% |
| 7D | +2.4% | -0.9% | +3.3% | +2.4% |
| 30D | +1.4% | -7.7% | +9.0% | +1.6% |
| 3M | -8.2% | -26.4% | +18.2% | -7.6% |
| 6M | +127.0% | +61.9% | +65.2% | +117.1% |
| YTD | +209.1% | +86.5% | +122.7% | +192.8% |
| 1Y | +365.4% | +156.3% | +209.1% | +334.1% |
| All | +929.0% | +494.0% | +435.0% | +824.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling