+358.3%
SE vs UL
+43.8%
+314.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.5% |
| 7D | -1.5% | -2.5% | +1.0% | -0.3% |
| 30D | -22.3% | +5.7% | -28.0% | -24.5% |
| 3M | -41.8% | +7.0% | -48.8% | -43.9% |
| 6M | -22.4% | +16.1% | -38.5% | -28.5% |
| YTD | -41.6% | +3.6% | -45.2% | -43.2% |
| 1Y | -48.0% | -1.4% | -46.6% | -48.3% |
| 3Y | +63.9% | +34.1% | +29.8% | +32.9% |
| 5Y | -78.2% | +32.0% | -110.2% | -82.3% |
| All | +358.3% | +43.8% | +314.5% | +245.0% |
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 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