+1,798.0%
UMC vs STLA
+51.6%
+1,746.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.2% | -2.3% | -2.5% |
| 7D | +11.4% | -3.8% | +15.2% | +12.6% |
| 30D | +16.8% | -3.1% | +19.9% | +17.4% |
| 3M | +19.1% | -19.6% | +38.7% | +26.5% |
| 6M | +137.4% | -23.5% | +160.9% | +156.0% |
| YTD | +186.4% | -51.5% | +237.9% | +245.7% |
| 1Y | +229.1% | -39.7% | +268.7% | +266.3% |
| 3Y | +257.9% | -66.3% | +324.2% | +358.9% |
| 5Y | +137.5% | -63.1% | +200.7% | +188.0% |
| All | +1,798.0% | +51.6% | +1,746.3% | +1,760.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling