-1.4%
UL vs SFM
-34.4%
+33.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.6% | -1.2% | +0.2% |
| 7D | -2.5% | -0.4% | -2.1% | -2.4% |
| 30D | +5.7% | -19.2% | +24.9% | +7.4% |
| 3M | +7.0% | -40.3% | +47.3% | +11.8% |
| 6M | +16.1% | -40.9% | +56.9% | +21.0% |
| YTD | +3.6% | -35.5% | +39.1% | +6.4% |
| 1Y | -1.4% | -37.4% | +36.1% | +2.3% |
| All | -1.4% | -34.4% | +33.1% | +2.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling