+243.6%
UMC vs STRL
+35,281.1%
-35,037.5%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.8% | -1.2% | +3.7% |
| 7D | +5.0% | +3.4% | +1.6% | +4.4% |
| 30D | +7.7% | -9.2% | +16.9% | +9.1% |
| 3M | +1.7% | -51.0% | +52.7% | +12.9% |
| 6M | +113.9% | +15.8% | +98.2% | +105.6% |
| YTD | +168.9% | +58.9% | +110.0% | +146.4% |
| 1Y | +207.2% | +68.5% | +138.7% | +176.7% |
| 3Y | +227.7% | +485.2% | -257.5% | +137.2% |
| 5Y | +118.0% | +2,005.1% | -1,887.1% | +29.6% |
| 10Y | +1,682.1% | +7,118.0% | -5,435.8% | +736.1% |
| All | +243.6% | +35,281.1% | -35,037.5% | +37.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling