+2,285.7%
STM vs UL
+1,535.2%
+750.6%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +1.9% | +1.9% |
| 7D | +5.8% | -1.3% | +7.1% | +6.5% |
| 30D | -1.0% | +0.5% | -1.5% | -1.5% |
| 3M | -33.3% | +17.6% | -50.9% | -39.6% |
| 6M | +57.4% | -5.4% | +62.7% | +58.5% |
| YTD | +102.2% | +0.7% | +101.5% | +96.7% |
| 1Y | +99.6% | -9.3% | +108.9% | +103.9% |
| 3Y | +14.5% | +24.5% | -10.0% | -3.8% |
| 5Y | +21.4% | +23.2% | -1.8% | +0.9% |
| 10Y | +695.0% | +64.5% | +630.5% | +449.6% |
| All | +2,285.7% | +1,535.2% | +750.6% | +571.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling