+1,798.0%
UMC vs STZ
-10.3%
+1,808.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.9% |
| 7D | +11.4% | -4.1% | +15.5% | +12.2% |
| 30D | +16.8% | -7.6% | +24.4% | +18.4% |
| 3M | +19.1% | -12.3% | +31.4% | +21.7% |
| 6M | +137.4% | -16.3% | +153.7% | +143.9% |
| YTD | +186.4% | -8.4% | +194.7% | +187.3% |
| 1Y | +229.1% | -10.8% | +239.9% | +231.6% |
| 3Y | +257.9% | -49.0% | +306.9% | +308.1% |
| 5Y | +137.5% | -36.5% | +174.0% | +156.6% |
| All | +1,798.0% | -10.3% | +1,808.3% | +1,847.6% |
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