+1,077.4%
STX vs UMC
+145.1%
+932.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +4.0% | -6.0% | -3.7% |
| 7D | +9.6% | +13.6% | -4.1% | +3.8% |
| 30D | +10.6% | +20.8% | -10.2% | +2.0% |
| 3M | +4.8% | +16.1% | -11.4% | -1.9% |
| 6M | +137.3% | +137.3% | 0.0% | +66.2% |
| YTD | +222.5% | +193.8% | +28.7% | +99.2% |
| 1Y | +366.2% | +236.1% | +130.1% | +169.4% |
| 3Y | +1,352.9% | +267.1% | +1,085.8% | +674.1% |
| 5Y | +1,077.4% | +145.3% | +932.2% | +618.7% |
| All | +1,077.4% | +145.1% | +932.4% | +618.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling