+196.3%
SE vs UL
+24.1%
+172.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | +0.6% | -1.3% | +1.9% | +0.8% |
| 30D | -0.1% | +0.9% | -1.0% | -0.2% |
| 3M | +34.1% | +14.2% | +19.9% | +31.6% |
| 6M | +23.2% | -3.2% | +26.4% | +22.5% |
| YTD | -11.2% | -0.3% | -10.8% | -11.4% |
| 1Y | -40.5% | -8.8% | -31.8% | -40.4% |
| 3Y | +196.3% | +23.9% | +172.4% | +167.7% |
| All | +196.3% | +24.1% | +172.2% | +167.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling