+71.6%
SM vs UUUU
-55.1%
+126.7%
-25.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.3% | -0.8% | -14.5% | -15.4% |
| 7D | -21.5% | -14.4% | -7.1% | -22.8% |
| 30D | -11.4% | -33.6% | +22.3% | -14.9% |
| 3M | +0.6% | -44.2% | +44.8% | -4.6% |
| 6M | +0.2% | -66.8% | +67.0% | -7.3% |
| YTD | +69.7% | -50.6% | +120.3% | +55.7% |
| 1Y | +71.6% | -57.8% | +129.4% | +60.0% |
| All | +71.6% | -55.1% | +126.7% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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