+2,721.6%
UL vs SMTC
+53,327.2%
-50,605.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +10.3% | -11.4% | -1.4% |
| 7D | -1.7% | +12.9% | -14.6% | -2.3% |
| 30D | +4.5% | -25.6% | +30.1% | +5.3% |
| 3M | +5.5% | -4.5% | +10.0% | +4.9% |
| 6M | +17.0% | -8.3% | +25.3% | +15.8% |
| YTD | +3.2% | +69.9% | -66.7% | -0.8% |
| 1Y | -1.9% | +73.9% | -75.8% | -5.8% |
| 3Y | +33.6% | +757.7% | -724.1% | +16.2% |
| 5Y | +31.5% | +38.7% | -7.2% | +22.9% |
| 10Y | +103.9% | +376.1% | -272.2% | +78.1% |
| All | +2,721.6% | +53,327.2% | -50,605.6% | +2,093.3% |
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