+63.3%
UL vs SFM
+268.6%
-205.2%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.1% | -1.3% |
| 7D | -4.1% | -8.8% | +4.7% | -3.3% |
| 30D | -1.2% | -14.5% | +13.3% | +0.1% |
| 3M | +6.0% | -16.8% | +22.8% | +7.5% |
| 6M | -5.5% | -5.3% | -0.1% | -5.4% |
| YTD | -3.3% | -9.4% | +6.0% | -3.1% |
| 1Y | -9.8% | -46.2% | +36.4% | -5.6% |
| 3Y | +20.1% | +81.3% | -61.1% | +9.9% |
| 5Y | +19.2% | +211.9% | -192.7% | +1.4% |
| All | +63.3% | +268.6% | -205.2% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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