+25.4%
SM vs UUUU
-91.9%
+117.3%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.0% | +2.6% | +3.5% |
| 7D | -0.2% | +2.8% | -3.0% | -0.6% |
| 30D | +31.5% | +3.4% | +28.1% | +30.4% |
| 3M | +17.3% | -3.9% | +21.2% | +16.4% |
| 6M | +48.5% | -23.2% | +71.7% | +49.3% |
| YTD | +106.3% | +0.6% | +105.7% | +94.0% |
| 1Y | +47.3% | +22.9% | +24.4% | +30.1% |
| 3Y | -1.4% | +98.6% | -100.1% | -24.3% |
| 5Y | +114.0% | +130.2% | -16.2% | +56.0% |
| 10Y | +12.5% | +519.5% | -507.0% | -34.0% |
| All | +25.4% | -91.9% | +117.3% | -19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling