+134.2%
UMC vs STLA
-77.1%
+211.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.2% | -2.1% |
| 7D | +11.2% | -13.8% | +25.0% | +14.4% |
| 30D | -28.0% | -10.5% | -17.5% | -26.6% |
| 3M | -20.5% | -28.9% | +8.3% | -15.4% |
| 6M | -1.6% | -49.7% | +48.2% | +13.2% |
| YTD | +99.4% | -64.9% | +164.3% | +141.1% |
| 1Y | +120.4% | -64.0% | +184.4% | +164.4% |
| 3Y | +134.2% | -77.4% | +211.7% | +195.0% |
| All | +134.2% | -77.1% | +211.4% | +195.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling