+120.4%
UMC vs STZ
+15.6%
+104.9%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.1% |
| 7D | +11.2% | +2.6% | +8.6% | +12.0% |
| 30D | -28.0% | +15.2% | -43.2% | -24.8% |
| 3M | -20.5% | +7.6% | -28.2% | -17.4% |
| 6M | -1.6% | +5.3% | -6.8% | +2.6% |
| YTD | +99.4% | +8.6% | +90.7% | +115.8% |
| 1Y | +120.4% | +15.6% | +104.8% | +142.9% |
| All | +120.4% | +15.6% | +104.9% | +142.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling