+597.0%
SE vs UUUU
+959.4%
-362.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.0% | +0.1% | +0.9% |
| 7D | +0.6% | +2.8% | -2.2% | 0.0% |
| 30D | -0.1% | +3.4% | -3.5% | -0.9% |
| 3M | +34.1% | -3.9% | +38.0% | +34.0% |
| 6M | +23.2% | -23.2% | +46.4% | +27.3% |
| YTD | -11.2% | +0.6% | -11.7% | -15.8% |
| 1Y | -40.5% | +22.9% | -63.4% | -48.1% |
| 3Y | +196.3% | +98.6% | +97.6% | +111.3% |
| 5Y | -67.0% | +130.2% | -197.3% | -78.1% |
| All | +597.0% | +959.4% | -362.4% | +236.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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