+123.8%
STX vs UMC
+112.5%
+11.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -2.1% | -6.1% | -7.3% |
| 7D | -20.2% | -14.7% | -5.5% | -14.9% |
| 30D | -37.2% | -32.9% | -4.3% | -26.5% |
| 3M | -34.1% | -22.2% | -11.9% | -28.0% |
| 6M | -24.5% | +25.9% | -50.4% | -23.4% |
| YTD | +102.9% | +107.9% | -5.0% | +71.4% |
| 1Y | +123.8% | +115.0% | +8.8% | +84.6% |
| All | +123.8% | +112.5% | +11.3% | +84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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