+207.2%
UMC vs STLA
-38.0%
+245.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +1.3% | +3.3% | +4.3% |
| 7D | +5.0% | +2.6% | +2.4% | +4.4% |
| 30D | +7.7% | -1.2% | +8.9% | +7.8% |
| 3M | +1.7% | -24.8% | +26.4% | +7.2% |
| 6M | +113.9% | -25.6% | +139.5% | +126.0% |
| YTD | +168.9% | -48.9% | +217.8% | +184.5% |
| 1Y | +207.2% | -38.8% | +246.0% | +227.2% |
| All | +207.2% | -38.0% | +245.2% | +227.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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