-78.0%
SE vs UL
+31.0%
-109.0%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.7% | +1.2% |
| 7D | +2.0% | +1.1% | +0.9% | +1.4% |
| 30D | -20.0% | +8.2% | -28.2% | -22.9% |
| 3M | -31.8% | +4.5% | -36.3% | -33.3% |
| 6M | -15.9% | +12.6% | -28.4% | -20.7% |
| YTD | -40.6% | +3.5% | -44.2% | -42.0% |
| 1Y | -50.7% | -0.4% | -50.3% | -51.1% |
| 3Y | +70.3% | +36.0% | +34.3% | +34.3% |
| All | -78.0% | +31.0% | -109.0% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling