+708.1%
STX vs UMC
+142.0%
+566.2%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +6.9% | +3.1% | +7.1% |
| 7D | -1.0% | +0.1% | -1.1% | -0.6% |
| 30D | -26.8% | -28.7% | +1.9% | -16.4% |
| 3M | -32.7% | -15.1% | -17.6% | -28.7% |
| 6M | -33.7% | +5.0% | -38.7% | -33.0% |
| YTD | +101.0% | +108.2% | -7.2% | +60.9% |
| 1Y | +92.7% | +121.7% | -29.0% | +50.9% |
| All | +708.1% | +142.0% | +566.2% | +499.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling