+2,731.1%
UL vs STT
+6,268.9%
-3,537.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.2% | -2.7% | -2.6% |
| 7D | +1.1% | -2.5% | +3.6% | +1.6% |
| 30D | +8.2% | -5.0% | +13.2% | +9.1% |
| 3M | +4.5% | -10.5% | +15.0% | +6.5% |
| 6M | +12.6% | +10.0% | +2.5% | +10.2% |
| YTD | +3.5% | +30.7% | -27.2% | -2.2% |
| 1Y | -0.4% | +43.8% | -44.2% | -7.6% |
| 3Y | +36.0% | +168.1% | -132.1% | +10.8% |
| 5Y | +30.9% | +101.4% | -70.5% | +10.4% |
| 10Y | +97.5% | +211.3% | -113.8% | +45.5% |
| All | +2,731.1% | +6,268.9% | -3,537.8% | +969.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling