+20.1%
SM vs UUUU
+495.2%
-475.1%
-97.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -6.3% | +6.8% | +2.0% |
| 7D | +2.1% | -5.0% | +7.2% | +3.3% |
| 30D | +18.1% | -7.8% | +25.9% | +19.7% |
| 3M | +17.0% | -0.4% | +17.4% | +14.3% |
| 6M | +55.4% | -32.9% | +88.3% | +61.7% |
| YTD | +108.6% | -6.3% | +114.8% | +89.5% |
| 1Y | +45.7% | +7.9% | +37.7% | +20.2% |
| 3Y | -0.3% | +85.2% | -85.5% | -38.6% |
| 5Y | +113.0% | +97.0% | +16.1% | +18.6% |
| All | +20.1% | +495.2% | -475.1% | -60.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling