+2,432.7%
SAP vs UL
+1,415.3%
+1,017.5%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.6% | -3.0% |
| 7D | -0.7% | +1.1% | -1.8% | -1.1% |
| 30D | +11.1% | +8.2% | +2.9% | +7.1% |
| 3M | +17.0% | +4.5% | +12.5% | +14.6% |
| 6M | +34.8% | +12.6% | +22.3% | +27.2% |
| YTD | -2.2% | +3.5% | -5.8% | -4.9% |
| 1Y | -6.4% | -0.4% | -6.0% | -7.5% |
| 3Y | +75.1% | +36.0% | +39.2% | +47.0% |
| 5Y | +69.8% | +30.9% | +38.9% | +42.9% |
| 10Y | +219.8% | +97.5% | +122.3% | +116.2% |
| All | +2,432.7% | +1,415.3% | +1,017.5% | +642.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling