+236.6%
SAP vs UL
+109.3%
+127.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | -0.1% |
| 7D | +0.6% | +1.1% | -0.5% | +0.1% |
| 30D | +6.5% | +4.5% | +2.0% | +4.5% |
| 3M | +12.2% | +6.5% | +5.8% | +9.2% |
| 6M | +46.1% | +18.2% | +27.9% | +35.8% |
| YTD | -1.6% | +4.7% | -6.3% | -4.5% |
| 1Y | -5.1% | +0.8% | -5.9% | -6.4% |
| 3Y | +68.4% | +35.9% | +32.5% | +41.8% |
| 5Y | +79.4% | +33.4% | +46.0% | +49.8% |
| All | +236.6% | +109.3% | +127.3% | +154.3% |
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