+10,374.7%
STX vs UMC
+640.3%
+9,734.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +6.9% | +3.1% | +7.8% |
| 7D | -1.0% | +0.1% | -1.1% | -0.5% |
| 30D | -26.8% | -28.7% | +1.9% | -18.0% |
| 3M | -32.7% | -15.1% | -17.6% | -29.1% |
| 6M | -33.7% | +5.0% | -38.7% | -34.7% |
| YTD | +101.0% | +108.2% | -7.2% | +57.8% |
| 1Y | +92.7% | +121.7% | -29.0% | +48.4% |
| 3Y | +708.7% | +139.8% | +568.9% | +496.9% |
| 5Y | +504.0% | +85.1% | +418.9% | +373.7% |
| 10Y | +2,108.4% | +1,341.4% | +767.0% | +751.0% |
| All | +10,374.7% | +640.3% | +9,734.4% | +3,618.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling