+121.5%
UMC vs STT
+48.2%
+73.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.8% |
| 7D | +17.8% | +5.1% | +12.7% | +14.4% |
| 30D | -29.6% | -0.2% | -29.4% | -29.2% |
| 3M | -18.4% | -8.1% | -10.2% | -15.2% |
| 6M | -0.1% | +16.6% | -16.8% | -2.8% |
| YTD | +104.0% | +37.8% | +66.2% | +92.1% |
| 1Y | +121.5% | +46.8% | +74.7% | +102.3% |
| All | +121.5% | +48.2% | +73.4% | +102.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling