-48.8%
SE vs UL
+1.7%
-50.4%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.3% | +1.2% | +3.6% |
| 7D | +6.7% | +4.7% | +2.0% | +5.4% |
| 30D | -17.2% | +11.6% | -28.8% | -19.8% |
| 3M | -28.0% | +5.3% | -33.4% | -29.1% |
| 6M | -6.1% | +16.0% | -22.2% | -10.1% |
| YTD | -37.1% | +5.0% | -42.1% | -37.7% |
| 1Y | -48.8% | +1.1% | -49.9% | -49.6% |
| All | -48.8% | +1.7% | -50.4% | -49.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling