+145.3%
UMC vs STZ
-38.0%
+183.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.5% | +3.9% |
| 7D | +13.6% | -6.0% | +19.7% | +14.8% |
| 30D | +20.8% | -8.9% | +29.6% | +22.6% |
| 3M | +16.1% | -12.6% | +28.7% | +18.7% |
| 6M | +137.3% | -17.2% | +154.5% | +144.0% |
| YTD | +193.8% | -10.0% | +203.8% | +194.5% |
| 1Y | +236.1% | -14.3% | +250.4% | +240.9% |
| 3Y | +267.1% | -49.9% | +317.0% | +336.5% |
| 5Y | +145.3% | -38.2% | +183.5% | +167.4% |
| All | +145.3% | -38.0% | +183.2% | +167.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling