+21.4%
UL vs SM
+111.2%
-89.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +3.6% | -4.7% | -1.0% |
| 7D | -1.3% | -0.2% | -1.2% | -1.3% |
| 30D | +0.9% | +31.5% | -30.6% | +1.0% |
| 3M | +14.2% | +17.3% | -3.1% | +14.3% |
| 6M | -3.2% | +48.5% | -51.7% | -3.4% |
| YTD | -0.3% | +106.3% | -106.6% | -1.1% |
| 1Y | -8.8% | +47.3% | -56.1% | -9.1% |
| 3Y | +23.9% | -1.4% | +25.3% | +23.7% |
| 5Y | +21.4% | +114.0% | -92.7% | +19.4% |
| All | +21.4% | +111.2% | -89.9% | +19.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling