+103.3%
SM vs UUUU
+79.1%
+24.2%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.0% | +4.8% | +0.7% |
| 7D | +4.6% | -10.5% | +15.1% | +6.6% |
| 30D | +18.2% | -10.5% | +28.7% | +20.0% |
| 3M | +22.5% | -14.1% | +36.6% | +24.1% |
| 6M | +50.6% | -35.5% | +86.0% | +56.7% |
| YTD | +108.1% | -10.9% | +119.1% | +92.5% |
| 1Y | +46.0% | +3.4% | +42.6% | +22.8% |
| 3Y | +2.9% | +73.1% | -70.3% | -35.2% |
| All | +103.3% | +79.1% | +24.2% | +20.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling