+354.4%
STM vs UUUU
-92.0%
+446.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.0% | +1.8% |
| 7D | +5.8% | -1.4% | +7.2% | +6.0% |
| 30D | -1.0% | +16.3% | -17.3% | -2.7% |
| 3M | -33.3% | -16.7% | -16.6% | -31.9% |
| 6M | +57.4% | -33.7% | +91.0% | +63.7% |
| YTD | +102.2% | -0.5% | +102.7% | +99.8% |
| 1Y | +99.6% | +28.9% | +70.7% | +89.3% |
| 3Y | +14.5% | +99.9% | -85.3% | 0.0% |
| 5Y | +21.4% | +135.3% | -113.9% | +1.8% |
| 10Y | +695.0% | +518.4% | +176.6% | +465.2% |
| All | +354.4% | -92.0% | +446.4% | +247.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling