+18.2%
UL vs SMTC
-17.9%
+36.1%
-10.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.1% | +0.5% |
| 7D | +1.1% | +11.0% | -9.9% | +2.8% |
| 30D | +4.5% | -28.5% | +33.0% | +0.9% |
| 3M | +6.5% | -14.2% | +20.7% | +6.6% |
| 6M | +18.2% | -18.0% | +36.2% | +20.0% |
| All | +18.2% | -17.9% | +36.1% | +20.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling