+1,972.8%
STX vs UMC
+1,272.7%
+700.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.3% | -0.8% | -2.3% |
| 7D | +14.6% | +11.2% | +3.4% | +10.8% |
| 30D | -26.0% | -28.0% | +2.1% | -16.9% |
| 3M | -42.6% | -20.5% | -22.1% | -38.1% |
| 6M | -35.3% | -1.6% | -33.7% | -34.5% |
| YTD | +92.5% | +99.4% | -6.9% | +54.3% |
| 1Y | +102.4% | +120.4% | -18.0% | +57.2% |
| 3Y | +673.8% | +134.2% | +539.6% | +479.4% |
| 5Y | +463.1% | +78.8% | +384.2% | +340.4% |
| All | +1,972.8% | +1,272.7% | +700.1% | +773.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling