+139.7%
UMC vs STRL
+354.9%
-215.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.8% |
| 7D | +17.8% | +23.4% | -5.6% | +12.0% |
| 30D | -29.6% | -39.5% | +9.9% | -21.6% |
| 3M | -18.4% | -45.1% | +26.7% | -7.5% |
| 6M | -0.1% | -64.6% | +64.4% | +22.9% |
| YTD | +104.0% | -1.5% | +105.5% | +108.3% |
| 1Y | +121.5% | -20.8% | +142.3% | +132.8% |
| All | +139.7% | +354.9% | -215.2% | +83.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling