+2,653.9%
UL vs SMTC
+62,999.7%
-60,345.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.2% | -9.3% | -0.4% |
| 7D | -1.3% | +12.7% | -14.1% | -1.8% |
| 30D | +0.5% | +22.0% | -21.5% | -0.5% |
| 3M | +17.6% | -12.7% | +30.3% | +17.5% |
| 6M | -5.4% | +64.8% | -70.1% | -8.2% |
| YTD | +0.7% | +100.7% | -100.0% | -3.2% |
| 1Y | -9.3% | +146.9% | -156.2% | -13.8% |
| 3Y | +24.5% | +456.8% | -432.3% | +11.0% |
| 5Y | +23.2% | +89.2% | -66.0% | +14.3% |
| 10Y | +64.5% | +426.9% | -362.4% | +43.9% |
| All | +2,653.9% | +62,999.7% | -60,345.9% | +2,039.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling