-9.0%
UL vs STT
+76.7%
-85.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -3.2% | +1.0% | -4.2% | -3.2% |
| 30D | -0.6% | +2.8% | -3.4% | -0.5% |
| 3M | +9.4% | +18.1% | -8.7% | +9.6% |
| 6M | -4.1% | +59.2% | -63.3% | -3.2% |
| YTD | -2.0% | +51.5% | -53.4% | -1.3% |
| 1Y | -9.0% | +75.7% | -84.6% | -8.7% |
| All | -9.0% | +76.7% | -85.7% | -8.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling