+307.2%
STM vs UUUU
-96.4%
+403.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.9% | +0.7% |
| 7D | +12.0% | -1.1% | +13.1% | +12.1% |
| 30D | -0.4% | -21.0% | +20.6% | +2.4% |
| 3M | -13.2% | -54.8% | +41.6% | -5.3% |
| 6M | -26.1% | -67.3% | +41.3% | -16.3% |
| YTD | +81.2% | -54.7% | +135.9% | +95.4% |
| 1Y | +98.3% | -57.4% | +155.7% | +114.5% |
| 3Y | +16.7% | -19.6% | +36.4% | +13.0% |
| 5Y | -4.8% | -40.0% | +35.2% | -7.9% |
| 10Y | +468.8% | +364.1% | +104.7% | +328.4% |
| All | +307.2% | -96.4% | +403.5% | +240.0% |
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