+144.6%
UMC vs STZ
-35.6%
+180.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.0% | +7.9% | +6.9% |
| 7D | +0.1% | -0.9% | +1.1% | +0.1% |
| 30D | -28.7% | +14.9% | -43.6% | -28.9% |
| 3M | -15.1% | +8.4% | -23.5% | -14.9% |
| 6M | +5.0% | +2.8% | +2.1% | +5.6% |
| YTD | +108.2% | +7.5% | +100.6% | +107.0% |
| 1Y | +121.7% | +12.5% | +109.2% | +118.1% |
| All | +144.6% | -35.6% | +180.1% | +161.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling