+64.4%
UL vs SMTC
+548.2%
-483.8%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +5.1% | -4.5% | +0.4% |
| 7D | -3.4% | +13.1% | -16.5% | -3.9% |
| 30D | +0.5% | +19.5% | -19.0% | -0.5% |
| 3M | +7.2% | +2.2% | +5.0% | +6.6% |
| 6M | -3.1% | +94.9% | -97.9% | -7.9% |
| YTD | -2.7% | +127.0% | -129.7% | -8.7% |
| 1Y | -10.2% | +174.6% | -184.8% | -17.1% |
| 3Y | +20.3% | +615.9% | -595.7% | -4.3% |
| 5Y | +19.9% | +125.6% | -105.7% | +8.3% |
| All | +64.4% | +548.2% | -483.8% | +22.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 SMTC 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