+589.4%
SE vs UL
+39.9%
+549.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.1% | -0.8% | -0.9% |
| 7D | -6.1% | -1.3% | -4.8% | -5.5% |
| 30D | -2.5% | +0.5% | -2.9% | -2.8% |
| 3M | +21.7% | +17.6% | +4.1% | +11.6% |
| 6M | +27.0% | -5.4% | +32.4% | +29.6% |
| YTD | -12.1% | +0.7% | -12.8% | -13.2% |
| 1Y | -40.9% | -9.3% | -31.7% | -38.7% |
| 3Y | +191.0% | +24.5% | +166.5% | +146.4% |
| 5Y | -68.3% | +23.2% | -91.5% | -73.4% |
| All | +589.4% | +39.9% | +549.5% | +427.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling