+35.9%
UL vs SFM
+27.3%
+8.5%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.3% | +1.0% |
| 7D | +1.1% | +6.0% | -4.9% | +0.7% |
| 30D | +4.5% | -19.5% | +24.0% | +5.7% |
| 3M | +6.5% | -37.0% | +43.5% | +9.3% |
| 6M | +18.2% | -41.0% | +59.2% | +21.5% |
| YTD | +4.7% | -34.6% | +39.3% | +6.8% |
| 1Y | +0.8% | -36.3% | +37.0% | +2.9% |
| 3Y | +35.9% | +24.5% | +11.3% | +32.1% |
| All | +35.9% | +27.3% | +8.5% | +32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling