+15.9%
STZ vs UMAC
+2.9%
+13.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -10.9% | +16.2% | +5.1% |
| 7D | +13.0% | -26.0% | +39.0% | +12.5% |
| 30D | +29.4% | -40.3% | +69.7% | +28.6% |
| 3M | +11.6% | -51.1% | +62.7% | +11.0% |
| 6M | -0.2% | -5.6% | +5.4% | -1.0% |
| YTD | +8.6% | +2.3% | +6.3% | +6.1% |
| 1Y | +15.9% | +7.9% | +8.1% | +11.8% |
| All | +15.9% | +2.9% | +13.0% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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