+1,842.6%
UMC vs STT
+271.9%
+1,570.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.0% |
| 7D | +9.0% | -0.4% | +9.4% | +9.2% |
| 30D | +17.2% | +1.7% | +15.5% | +16.5% |
| 3M | +11.4% | +17.9% | -6.5% | +5.3% |
| 6M | +137.5% | +55.3% | +82.2% | +105.3% |
| YTD | +193.1% | +52.7% | +140.5% | +153.2% |
| 1Y | +240.3% | +75.7% | +164.6% | +180.1% |
| 3Y | +262.2% | +197.9% | +64.3% | +144.3% |
| 5Y | +143.1% | +158.8% | -15.6% | +67.3% |
| All | +1,842.6% | +271.9% | +1,570.7% | +1,068.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling