+103.9%
UL vs SFM
+140.8%
-36.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.5% | -4.5% | -1.4% |
| 7D | -1.7% | -7.1% | +5.4% | -1.1% |
| 30D | +4.5% | -21.4% | +25.9% | +6.4% |
| 3M | +5.5% | -40.1% | +45.6% | +9.9% |
| 6M | +17.0% | -38.0% | +55.0% | +21.3% |
| YTD | +3.2% | -36.5% | +39.7% | +6.4% |
| 1Y | -1.9% | -35.2% | +33.3% | +1.0% |
| 3Y | +33.6% | +23.5% | +10.1% | +26.0% |
| 5Y | +31.5% | +109.7% | -78.2% | +15.4% |
| 10Y | +103.9% | +132.6% | -28.6% | +68.0% |
| All | +103.9% | +140.8% | -36.8% | +68.0% |
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