-36.8%
STZ vs UMAC
+216.2%
-253.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.0% |
| 7D | -0.9% | -2.9% | +2.0% | -0.9% |
| 30D | +14.9% | -35.6% | +50.5% | +15.2% |
| 3M | +8.4% | -51.3% | +59.7% | +8.9% |
| 6M | +2.8% | -17.5% | +20.3% | +2.2% |
| YTD | +7.5% | -0.7% | +8.2% | +6.2% |
| 1Y | +12.5% | +16.5% | -3.9% | +10.7% |
| All | -36.8% | +216.2% | -253.0% | -40.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling