+162.0%
SO vs UL
+65.2%
+96.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +0.9% | -0.1% |
| 7D | 0.0% | -3.2% | +3.3% | +1.3% |
| 30D | -2.5% | -0.6% | -1.9% | -2.3% |
| 3M | -4.2% | +9.4% | -13.6% | -7.9% |
| 6M | -7.7% | -4.1% | -3.5% | -6.7% |
| YTD | +3.8% | -2.0% | +5.8% | +3.8% |
| 1Y | +0.1% | -9.0% | +9.0% | +2.9% |
| 3Y | +44.2% | +21.8% | +22.4% | +30.9% |
| 5Y | +57.9% | +20.6% | +37.3% | +41.6% |
| 10Y | +162.0% | +67.7% | +94.3% | +113.1% |
| All | +162.0% | +65.2% | +96.8% | +113.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling