+21.4%
UL vs SFM
+219.5%
-198.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -6.5% | +5.5% | -0.5% |
| 7D | -1.3% | -5.8% | +4.5% | -0.9% |
| 30D | +0.9% | -11.4% | +12.3% | +1.8% |
| 3M | +14.2% | -12.2% | +26.4% | +15.2% |
| 6M | -3.2% | -5.2% | +2.0% | -3.2% |
| YTD | -0.3% | -4.5% | +4.1% | -0.5% |
| 1Y | -8.8% | -45.4% | +36.6% | -5.1% |
| 3Y | +23.9% | +91.1% | -67.2% | +12.5% |
| 5Y | +21.4% | +226.8% | -205.4% | +2.4% |
| All | +21.4% | +219.5% | -198.2% | +2.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling