-40.9%
SE vs UL
-8.6%
-32.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -6.1% | -1.3% | -4.8% | -5.8% |
| 30D | -2.5% | +0.5% | -2.9% | -2.5% |
| 3M | +21.7% | +17.6% | +4.1% | +17.0% |
| 6M | +27.0% | -5.4% | +32.4% | +24.1% |
| YTD | -12.1% | +0.7% | -12.8% | -12.3% |
| 1Y | -40.9% | -9.3% | -31.7% | -42.7% |
| All | -40.9% | -8.6% | -32.3% | -42.7% |
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 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