+115.0%
UMC vs STRL
-30.1%
+145.1%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -21.5% | +19.4% | +3.9% |
| 7D | -14.7% | -27.1% | +12.4% | -7.5% |
| 30D | -32.9% | -45.8% | +12.9% | -21.2% |
| 3M | -22.2% | -47.6% | +25.5% | -8.1% |
| 6M | +25.9% | -46.4% | +72.3% | +49.6% |
| YTD | +107.9% | -7.4% | +115.3% | +123.3% |
| 1Y | +115.0% | -25.9% | +140.9% | +140.8% |
| All | +115.0% | -30.1% | +145.1% | +140.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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