+145.3%
UMC vs STLA
-63.2%
+208.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.9% | +5.8% | +4.6% |
| 7D | +13.6% | +0.4% | +13.2% | +13.3% |
| 30D | +20.8% | -5.2% | +26.0% | +22.4% |
| 3M | +16.1% | -24.9% | +41.0% | +27.4% |
| 6M | +137.3% | -25.2% | +162.5% | +160.7% |
| YTD | +193.8% | -51.4% | +245.2% | +263.8% |
| 1Y | +236.1% | -40.7% | +276.8% | +279.0% |
| 3Y | +267.1% | -66.3% | +333.4% | +388.3% |
| 5Y | +145.3% | -63.2% | +208.5% | +184.9% |
| All | +145.3% | -63.2% | +208.4% | +184.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling