-15.7%
STM vs UL
+31.0%
-46.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.5% | +7.0% | +4.7% |
| 7D | -10.7% | +1.1% | -11.9% | -11.0% |
| 30D | -25.7% | +8.2% | -34.0% | -26.9% |
| 3M | -21.6% | +4.5% | -26.1% | -22.4% |
| 6M | -27.8% | +12.6% | -40.4% | -30.1% |
| YTD | +61.8% | +3.5% | +58.2% | +60.1% |
| 1Y | +78.1% | -0.4% | +78.5% | +78.3% |
| 3Y | +4.9% | +36.0% | -31.1% | -10.7% |
| All | -15.7% | +31.0% | -46.7% | -29.6% |
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 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