+325.3%
STX vs UMC
+238.8%
+86.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.4% | -6.1% | -4.6% |
| 7D | -2.3% | +9.0% | -11.3% | -5.4% |
| 30D | -5.5% | +17.2% | -22.7% | -11.0% |
| 3M | -4.3% | +11.4% | -15.7% | -6.6% |
| 6M | +115.6% | +137.5% | -21.9% | +85.3% |
| YTD | +202.2% | +193.1% | +9.1% | +138.9% |
| 1Y | +325.3% | +240.3% | +85.0% | +231.7% |
| All | +325.3% | +238.8% | +86.5% | +231.7% |
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