+243.6%
UMC vs STT
+448.7%
-205.2%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.2% | +4.4% | +4.5% |
| 7D | +5.0% | +0.5% | +4.5% | +4.7% |
| 30D | +7.7% | +3.9% | +3.8% | +6.0% |
| 3M | +1.7% | +20.0% | -18.3% | -5.5% |
| 6M | +113.9% | +55.3% | +58.6% | +79.1% |
| YTD | +168.9% | +53.3% | +115.6% | +124.7% |
| 1Y | +207.2% | +74.7% | +132.5% | +143.0% |
| 3Y | +227.7% | +205.8% | +21.9% | +101.7% |
| 5Y | +118.0% | +145.0% | -27.0% | +42.9% |
| 10Y | +1,682.1% | +266.0% | +1,416.1% | +789.2% |
| All | +243.6% | +448.7% | -205.2% | -22.7% |
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