+21.1%
STM vs UUUU
+132.1%
-110.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.7% |
| 7D | +1.7% | +1.8% | -0.2% | +1.3% |
| 30D | -5.2% | +1.8% | -7.0% | -5.8% |
| 3M | -29.6% | +1.3% | -30.9% | -29.8% |
| 6M | +54.4% | -26.8% | +81.1% | +62.2% |
| YTD | +99.5% | +0.1% | +99.5% | +92.9% |
| 1Y | +100.8% | +11.2% | +89.5% | +83.2% |
| 3Y | +20.2% | +97.7% | -77.5% | -13.0% |
| 5Y | +21.1% | +127.3% | -106.2% | -20.9% |
| All | +21.1% | +132.1% | -110.9% | -20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling