-67.0%
SE vs UL
+22.5%
-89.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.5% |
| 7D | +0.6% | -1.3% | +1.9% | +1.2% |
| 30D | -0.1% | +0.9% | -1.0% | -0.6% |
| 3M | +34.1% | +14.2% | +19.9% | +25.7% |
| 6M | +23.2% | -3.2% | +26.4% | +24.4% |
| YTD | -11.2% | -0.3% | -10.8% | -11.6% |
| 1Y | -40.5% | -8.8% | -31.8% | -38.5% |
| 3Y | +196.3% | +23.9% | +172.4% | +147.8% |
| 5Y | -67.0% | +21.4% | -88.4% | -74.4% |
| All | -67.0% | +22.5% | -89.5% | -74.4% |
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