-19.6%
STM vs UUUU
-68.9%
+49.4%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.6% | +4.0% | +2.7% |
| 7D | +16.3% | +1.4% | +14.9% | +14.6% |
| 30D | -6.3% | -27.9% | +21.7% | +14.1% |
| 3M | -14.1% | -53.8% | +39.7% | +35.0% |
| 6M | -19.6% | -68.1% | +48.5% | +63.6% |
| All | -19.6% | -68.9% | +49.4% | +63.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling