-27.8%
STM vs UL
+12.3%
-40.1%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.5% | +7.0% | +1.8% |
| 7D | -10.7% | +1.1% | -11.9% | -9.3% |
| 30D | -25.7% | +8.2% | -34.0% | -19.1% |
| 3M | -21.6% | +4.5% | -26.1% | -16.7% |
| 6M | -27.8% | +12.6% | -40.4% | -7.1% |
| All | -27.8% | +12.3% | -40.1% | -7.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling