+109.7%
UL vs SM
+18.0%
+91.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.1% | +1.2% | +1.1% |
| 7D | +1.1% | +9.4% | -8.3% | +1.0% |
| 30D | +4.5% | -14.4% | +18.9% | +4.7% |
| 3M | +6.5% | +1.6% | +4.9% | +6.3% |
| 6M | +18.2% | +6.3% | +11.8% | +17.8% |
| YTD | +4.7% | +78.8% | -74.1% | +3.1% |
| 1Y | +0.8% | +83.1% | -82.4% | -0.8% |
| 3Y | +35.9% | -5.9% | +41.8% | +34.9% |
| 5Y | +33.4% | +4.8% | +28.6% | +31.1% |
| All | +109.7% | +18.0% | +91.7% | +87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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