+96.5%
STM vs UL
+1.7%
+94.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +3.3% | -9.3% | -4.6% |
| 7D | -6.0% | +4.7% | -10.7% | -4.0% |
| 30D | -20.9% | +11.6% | -32.5% | -17.5% |
| 3M | -15.8% | +5.3% | -21.1% | -13.3% |
| 6M | -17.0% | +16.0% | -33.1% | -12.0% |
| YTD | +76.8% | +5.0% | +71.8% | +90.3% |
| 1Y | +96.5% | +1.1% | +95.4% | +113.1% |
| All | +96.5% | +1.7% | +94.8% | +113.1% |
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