+1,304.8%
UMC vs STRL
+3,816.9%
-2,512.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.8% |
| 7D | +17.8% | +23.4% | -5.6% | +12.7% |
| 30D | -29.6% | -39.5% | +9.9% | -22.4% |
| 3M | -18.4% | -45.1% | +26.7% | -8.7% |
| 6M | -0.1% | -64.6% | +64.4% | +20.8% |
| YTD | +104.0% | -1.5% | +105.5% | +102.1% |
| 1Y | +121.5% | -20.8% | +142.3% | +126.5% |
| 3Y | +135.0% | +353.1% | -218.1% | +67.8% |
| 5Y | +83.0% | +942.9% | -859.9% | +8.3% |
| All | +1,304.8% | +3,816.9% | -2,512.0% | +620.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling