+465.1%
STM vs UL
+109.3%
+355.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.1% | -0.5% | +0.2% |
| 7D | +12.0% | +1.1% | +10.9% | +11.6% |
| 30D | -0.4% | +4.5% | -4.9% | -2.4% |
| 3M | -13.2% | +6.5% | -19.7% | -15.8% |
| 6M | -26.1% | +18.2% | -44.2% | -32.0% |
| YTD | +81.2% | +4.7% | +76.5% | +74.5% |
| 1Y | +98.3% | +0.8% | +97.5% | +93.8% |
| 3Y | +16.7% | +35.9% | -19.2% | -4.3% |
| 5Y | -4.8% | +33.4% | -38.3% | -22.9% |
| All | +465.1% | +109.3% | +355.7% | +330.5% |
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