+444.1%
STM vs UL
+106.3%
+337.8%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | -7.9% | +2.6% | -10.5% | -8.9% |
| 30D | -14.1% | +6.8% | -20.9% | -16.6% |
| 3M | -17.6% | +5.7% | -23.4% | -19.9% |
| 6M | -24.2% | +15.9% | -40.1% | -29.8% |
| YTD | +73.3% | +4.3% | +69.0% | +67.2% |
| 1Y | +90.1% | -0.4% | +90.5% | +86.8% |
| 3Y | +10.3% | +35.0% | -24.6% | -9.2% |
| 5Y | -5.7% | +31.6% | -37.3% | -23.1% |
| 10Y | +444.1% | +104.6% | +339.5% | +318.7% |
| All | +444.1% | +106.3% | +337.8% | +318.7% |
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