+1,767.8%
UL vs SM
+1,283.9%
+483.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.7% | -0.3% |
| 7D | +2.6% | -19.5% | +22.1% | +3.7% |
| 30D | +6.8% | -20.2% | +27.0% | +7.9% |
| 3M | +5.7% | -6.5% | +12.2% | +5.8% |
| 6M | +15.9% | +1.6% | +14.3% | +15.1% |
| YTD | +4.3% | +61.2% | -57.0% | +0.4% |
| 1Y | -0.4% | +65.4% | -65.8% | -4.3% |
| 3Y | +35.0% | -13.0% | +48.0% | +32.7% |
| 5Y | +31.6% | -4.3% | +35.9% | +26.1% |
| 10Y | +104.6% | +3.0% | +101.6% | +67.1% |
| All | +1,767.8% | +1,283.9% | +483.9% | +1,059.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling