+236.1%
UMC vs STRL
+72.5%
+163.6%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.4% | +5.4% | +4.3% |
| 7D | +13.6% | +8.2% | +5.4% | +11.4% |
| 30D | +20.8% | -6.3% | +27.1% | +22.5% |
| 3M | +16.1% | -41.2% | +57.3% | +31.5% |
| 6M | +137.3% | +20.4% | +116.9% | +130.1% |
| YTD | +193.8% | +61.7% | +132.1% | +173.6% |
| 1Y | +236.1% | +72.7% | +163.4% | +215.3% |
| All | +236.1% | +72.5% | +163.6% | +215.3% |
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