+21.2%
UL vs SMTC
+565.9%
-544.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.6% |
| 7D | -3.2% | +22.5% | -25.7% | -2.7% |
| 30D | -0.6% | +24.9% | -25.5% | +0.1% |
| 3M | +9.4% | +4.1% | +5.4% | +10.2% |
| 6M | -4.1% | +92.6% | -96.7% | -3.2% |
| YTD | -2.0% | +122.5% | -124.5% | -0.9% |
| 1Y | -9.0% | +166.2% | -175.2% | -7.8% |
| All | +21.2% | +565.9% | -544.7% | +20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling