-48.0%
SE vs UL
-2.4%
-45.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.6% | -3.4% |
| 7D | -7.7% | -1.7% | -6.0% | -7.3% |
| 30D | -22.8% | +4.5% | -27.3% | -23.9% |
| 3M | -43.7% | +5.5% | -49.2% | -44.7% |
| 6M | -12.8% | +17.0% | -29.8% | -17.2% |
| YTD | -42.0% | +3.2% | -45.2% | -42.3% |
| 1Y | -48.0% | -1.9% | -46.1% | -47.5% |
| All | -48.0% | -2.4% | -45.6% | -47.5% |
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