+655.9%
STM vs UUUU
+465.5%
+190.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -5.0% | +6.5% | +2.4% |
| 7D | -1.4% | -10.5% | +9.1% | +0.6% |
| 30D | -4.9% | -10.5% | +5.6% | -3.2% |
| 3M | -34.0% | -14.1% | -19.9% | -32.2% |
| 6M | +51.8% | -35.5% | +87.3% | +62.6% |
| YTD | +99.4% | -10.9% | +110.3% | +98.4% |
| 1Y | +99.1% | +3.4% | +95.7% | +88.0% |
| 3Y | +19.5% | +73.1% | -53.7% | -4.4% |
| 5Y | +19.5% | +87.1% | -67.6% | -10.4% |
| All | +655.9% | +465.5% | +190.4% | +312.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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