+253.0%
UMC vs STT
+203.8%
+49.2%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -1.2% | +6.3% | +5.5% |
| 7D | +6.6% | +2.2% | +4.4% | +5.8% |
| 30D | +16.6% | +3.9% | +12.7% | +15.0% |
| 3M | +11.0% | +19.2% | -8.2% | +5.0% |
| 6M | +131.3% | +60.4% | +70.9% | +102.5% |
| YTD | +182.5% | +51.5% | +131.0% | +149.0% |
| 1Y | +222.3% | +76.3% | +146.0% | +170.8% |
| 3Y | +253.0% | +200.7% | +52.3% | +139.6% |
| All | +253.0% | +203.8% | +49.2% | +139.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling