+1,798.0%
UMC vs STRL
+6,846.4%
-5,048.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.1% |
| 7D | +11.4% | +5.4% | +6.0% | +10.3% |
| 30D | +16.8% | -9.0% | +25.8% | +18.7% |
| 3M | +19.1% | -37.1% | +56.1% | +29.6% |
| 6M | +137.4% | +17.8% | +119.6% | +127.0% |
| YTD | +186.4% | +58.3% | +128.0% | +160.1% |
| 1Y | +229.1% | +61.0% | +168.1% | +195.0% |
| 3Y | +257.9% | +517.8% | -259.9% | +142.9% |
| 5Y | +137.5% | +2,119.0% | -1,981.5% | +26.5% |
| All | +1,798.0% | +6,846.4% | -5,048.5% | +863.6% |
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