+1,272.7%
UMC vs STZ
+13.4%
+1,259.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.4% |
| 7D | +11.2% | +2.6% | +8.6% | +10.7% |
| 30D | -28.0% | +15.2% | -43.2% | -30.0% |
| 3M | -20.5% | +7.6% | -28.2% | -21.9% |
| 6M | -1.6% | +5.3% | -6.8% | -3.4% |
| YTD | +99.4% | +8.6% | +90.7% | +93.1% |
| 1Y | +120.4% | +15.6% | +104.8% | +110.0% |
| 3Y | +134.2% | -35.2% | +169.4% | +153.4% |
| 5Y | +78.8% | -29.1% | +107.9% | +88.9% |
| All | +1,272.7% | +13.4% | +1,259.4% | +1,272.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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