+86.7%
UMC vs STZ
-29.4%
+116.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | -1.0% | +7.9% | +7.0% |
| 7D | +0.1% | -0.9% | +1.1% | +0.3% |
| 30D | -28.7% | +14.9% | -43.6% | -30.2% |
| 3M | -15.1% | +8.4% | -23.5% | -16.3% |
| 6M | +5.0% | +2.8% | +2.1% | +4.2% |
| YTD | +108.2% | +7.5% | +100.6% | +102.5% |
| 1Y | +121.7% | +12.5% | +109.2% | +112.3% |
| 3Y | +139.8% | -35.4% | +175.2% | +167.7% |
| All | +86.7% | -29.4% | +116.1% | +109.3% |
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