+154.7%
UMC vs STT
+392.6%
-237.8%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.1% | -2.2% |
| 7D | +11.2% | +4.8% | +6.4% | +9.2% |
| 30D | -28.0% | +3.9% | -32.0% | -28.8% |
| 3M | -20.5% | -8.2% | -12.4% | -17.4% |
| 6M | -1.6% | +15.6% | -17.2% | -6.7% |
| YTD | +99.4% | +37.6% | +61.7% | +74.9% |
| 1Y | +120.4% | +50.1% | +70.3% | +86.5% |
| 3Y | +134.2% | +183.1% | -48.8% | +49.4% |
| 5Y | +78.8% | +104.8% | -26.0% | +26.9% |
| 10Y | +1,280.4% | +201.9% | +1,078.5% | +651.3% |
| All | +154.7% | +392.6% | -237.8% | -39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling