+21.7%
STM vs UL
+26.1%
-4.5%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | +5.8% | -1.3% | +7.1% | +5.6% |
| 30D | -1.0% | +0.5% | -1.5% | -0.8% |
| 3M | -33.3% | +17.6% | -50.9% | -32.3% |
| 6M | +57.4% | -5.4% | +62.7% | +60.1% |
| YTD | +102.2% | +0.7% | +101.5% | +105.7% |
| 1Y | +99.6% | -9.3% | +108.9% | +103.7% |
| All | +21.7% | +26.1% | -4.5% | +24.6% |
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