-37.7%
STZ vs UMAC
+197.5%
-235.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +10.8% | -12.6% | -1.8% |
| 7D | +4.9% | -23.4% | +28.3% | +5.0% |
| 30D | +20.9% | -45.6% | +66.5% | +21.3% |
| 3M | +8.0% | -50.9% | +58.9% | +8.4% |
| 6M | -5.3% | -16.5% | +11.3% | -5.9% |
| YTD | +5.9% | -6.6% | +12.5% | +4.6% |
| 1Y | +14.2% | +10.7% | +3.5% | +12.4% |
| All | -37.7% | +197.5% | -235.2% | -41.5% |
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