+224.0%
SAP vs UL
+106.3%
+117.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.5% |
| 7D | +1.5% | +2.6% | -1.1% | +0.5% |
| 30D | +8.8% | +6.8% | +2.1% | +5.8% |
| 3M | +12.1% | +5.7% | +6.3% | +9.4% |
| 6M | +34.6% | +15.9% | +18.7% | +26.1% |
| YTD | -2.1% | +4.3% | -6.4% | -4.8% |
| 1Y | -5.5% | -0.4% | -5.1% | -6.4% |
| 3Y | +67.4% | +35.0% | +32.5% | +41.5% |
| 5Y | +74.6% | +31.6% | +43.0% | +46.7% |
| 10Y | +224.0% | +104.6% | +119.4% | +144.8% |
| All | +224.0% | +106.3% | +117.8% | +144.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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