+7.5%
SMR vs UL
+30.7%
-23.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.7% | -3.4% |
| 7D | +13.1% | -3.2% | +16.3% | +12.8% |
| 30D | +17.8% | -0.6% | +18.3% | +17.7% |
| 3M | +8.1% | +9.4% | -1.3% | +8.5% |
| 6M | -11.1% | -4.1% | -7.0% | -11.4% |
| YTD | -23.7% | -2.0% | -21.7% | -24.0% |
| 1Y | -69.4% | -9.0% | -60.4% | -69.4% |
| 3Y | +82.6% | +21.8% | +60.8% | +78.0% |
| All | +7.5% | +30.7% | -23.2% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling