+72.5%
SMR vs UL
+19.9%
+52.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.4% | -4.2% | -5.8% |
| 7D | +4.7% | -4.1% | +8.8% | +3.8% |
| 30D | +3.2% | -1.2% | +4.4% | +2.9% |
| 3M | +9.9% | +6.0% | +3.9% | +11.2% |
| 6M | -15.1% | -5.5% | -9.7% | -16.4% |
| YTD | -27.9% | -3.3% | -24.6% | -28.6% |
| 1Y | -70.2% | -9.8% | -60.4% | -70.6% |
| All | +72.5% | +19.9% | +52.5% | +47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling