+160.7%
UMC vs STRL
+21,834.5%
-21,673.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.2% | -1.9% |
| 7D | +17.8% | +23.4% | -5.6% | +13.9% |
| 30D | -29.6% | -39.5% | +9.9% | -24.1% |
| 3M | -18.4% | -45.1% | +26.7% | -10.9% |
| 6M | -0.1% | -64.6% | +64.4% | +16.1% |
| YTD | +104.0% | -1.5% | +105.5% | +100.8% |
| 1Y | +121.5% | -20.8% | +142.3% | +123.9% |
| 3Y | +135.0% | +353.1% | -218.1% | +77.8% |
| 5Y | +83.0% | +942.9% | -859.9% | +20.7% |
| 10Y | +1,312.7% | +3,847.6% | -2,535.0% | +627.4% |
| All | +160.7% | +21,834.5% | -21,673.9% | +11.9% |
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