-14.4%
SMR vs UL
+29.7%
-44.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.6% | -16.3% | -15.6% |
| 7D | -11.2% | -3.4% | -7.8% | -11.5% |
| 30D | -10.2% | +0.5% | -10.7% | -10.2% |
| 3M | -10.0% | +7.2% | -17.3% | -9.7% |
| 6M | -30.5% | -3.1% | -27.4% | -30.6% |
| YTD | -39.2% | -2.7% | -36.5% | -39.5% |
| 1Y | -75.5% | -10.2% | -65.3% | -75.5% |
| 3Y | +45.4% | +20.3% | +25.2% | +41.8% |
| All | -14.4% | +29.7% | -44.1% | -16.6% |
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