-53.7%
SMR vs UL
+39.6%
-93.3%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.4% | -3.2% |
| 7D | -8.3% | +1.1% | -9.4% | -8.1% |
| 30D | -20.1% | +4.5% | -24.6% | -19.6% |
| 3M | -52.7% | +6.5% | -59.2% | -52.3% |
| 6M | -61.0% | +18.2% | -79.2% | -60.5% |
| YTD | -67.1% | +4.7% | -71.8% | -67.0% |
| 1Y | -79.9% | +0.8% | -80.6% | -79.8% |
| 3Y | +101.7% | +35.9% | +65.8% | +97.1% |
| All | -53.7% | +39.6% | -93.3% | -54.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling