+2,762.7%
UL vs SMTC
+48,791.7%
-46,029.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -4.1% | +5.1% | +1.2% |
| 7D | +1.1% | +11.0% | -9.9% | +0.7% |
| 30D | +4.5% | -28.5% | +33.0% | +5.4% |
| 3M | +6.5% | -14.2% | +20.7% | +6.3% |
| 6M | +18.2% | -18.0% | +36.2% | +17.5% |
| YTD | +4.7% | +55.5% | -50.8% | +1.0% |
| 1Y | +0.8% | +69.5% | -68.8% | -3.3% |
| 3Y | +35.9% | +699.7% | -663.8% | +18.5% |
| 5Y | +33.4% | +27.4% | +6.0% | +25.0% |
| 10Y | +106.9% | +335.7% | -228.8% | +81.2% |
| All | +2,762.7% | +48,791.7% | -46,029.0% | +2,132.1% |
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