+141.8%
UMC vs STRL
+2,093.0%
-1,951.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +3.2% | +1.8% | +4.3% |
| 7D | +6.6% | +10.1% | -3.5% | +4.3% |
| 30D | +16.6% | -8.2% | +24.8% | +18.5% |
| 3M | +11.0% | -43.7% | +54.7% | +25.3% |
| 6M | +131.3% | +27.1% | +104.2% | +116.1% |
| YTD | +182.5% | +64.0% | +118.5% | +150.4% |
| 1Y | +222.3% | +75.2% | +147.1% | +178.0% |
| 3Y | +253.0% | +539.9% | -286.9% | +109.3% |
| 5Y | +141.8% | +2,133.0% | -1,991.2% | -12.2% |
| All | +141.8% | +2,093.0% | -1,951.2% | -12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling