+154.7%
UMC vs STZ
+2,558.4%
-2,403.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.7% | -3.0% | -2.5% |
| 7D | +11.2% | +2.6% | +8.6% | +10.4% |
| 30D | -28.0% | +15.2% | -43.2% | -31.5% |
| 3M | -20.5% | +7.6% | -28.2% | -23.1% |
| 6M | -1.6% | +5.3% | -6.8% | -5.0% |
| YTD | +99.4% | +8.6% | +90.7% | +89.0% |
| 1Y | +120.4% | +15.6% | +104.8% | +104.4% |
| 3Y | +134.2% | -35.2% | +169.4% | +157.2% |
| 5Y | +78.8% | -29.1% | +107.9% | +89.2% |
| 10Y | +1,280.4% | +12.9% | +1,267.5% | +1,070.1% |
| All | +154.7% | +2,558.4% | -2,403.7% | -22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling