+229.1%
UMC vs STZ
-12.7%
+241.8%
-37.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.9% | -4.4% | -2.3% |
| 7D | +11.4% | -4.1% | +15.5% | +10.9% |
| 30D | +16.8% | -7.6% | +24.4% | +15.8% |
| 3M | +19.1% | -12.3% | +31.4% | +18.6% |
| 6M | +137.4% | -16.3% | +153.7% | +135.5% |
| YTD | +186.4% | -8.4% | +194.7% | +187.1% |
| 1Y | +229.1% | -10.8% | +239.9% | +225.1% |
| All | +229.1% | -12.7% | +241.8% | +225.1% |
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