-85.6%
SMR vs UL
+1.7%
-87.3%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +3.3% | -7.7% | -3.3% |
| 7D | -9.5% | +4.7% | -14.2% | -7.9% |
| 30D | -33.2% | +11.6% | -44.8% | -30.6% |
| 3M | -45.9% | +5.3% | -51.3% | -44.8% |
| 6M | -57.9% | +16.0% | -73.9% | -55.3% |
| YTD | -63.8% | +5.0% | -68.8% | -64.2% |
| 1Y | -85.6% | +1.1% | -86.7% | -86.0% |
| All | -85.6% | +1.7% | -87.3% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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