+104.6%
UL vs STT
+198.3%
-93.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +2.6% | +1.1% | +1.4% | +2.4% |
| 30D | +6.8% | -1.9% | +8.7% | +7.0% |
| 3M | +5.7% | -7.6% | +13.3% | +6.9% |
| 6M | +15.9% | +16.0% | -0.1% | +12.8% |
| YTD | +4.3% | +36.2% | -31.9% | -1.3% |
| 1Y | -0.4% | +46.8% | -47.2% | -6.9% |
| 3Y | +35.0% | +177.8% | -142.8% | +11.7% |
| 5Y | +31.6% | +105.8% | -74.2% | +12.3% |
| 10Y | +104.6% | +197.6% | -92.9% | +58.5% |
| All | +104.6% | +198.3% | -93.7% | +58.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling