+2,233.8%
SAP vs UL
+1,373.9%
+859.8%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -2.9% | -1.3% | -1.6% | -2.3% |
| 30D | +9.0% | +0.5% | +8.5% | +8.7% |
| 3M | +14.9% | +17.6% | -2.7% | +6.4% |
| 6M | +11.9% | -5.4% | +17.3% | +14.1% |
| YTD | -9.9% | +0.7% | -10.6% | -11.2% |
| 1Y | -19.5% | -9.3% | -10.3% | -17.0% |
| 3Y | +61.8% | +24.5% | +37.3% | +41.6% |
| 5Y | +56.2% | +23.2% | +33.0% | +35.3% |
| 10Y | +180.6% | +64.5% | +116.1% | +106.9% |
| All | +2,233.8% | +1,373.9% | +859.8% | +592.7% |
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