+47.9%
SO vs UL
+35.9%
+12.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.5% | -0.2% |
| 7D | -1.5% | +1.1% | -2.6% | -1.9% |
| 30D | +8.1% | +8.2% | -0.2% | +5.2% |
| 3M | +0.2% | +4.5% | -4.3% | -1.4% |
| 6M | +0.4% | +12.6% | -12.2% | -4.1% |
| YTD | +8.5% | +3.5% | +5.0% | +6.5% |
| 1Y | +4.9% | -0.4% | +5.4% | +4.6% |
| 3Y | +47.9% | +36.0% | +11.9% | +28.3% |
| All | +47.9% | +35.9% | +12.0% | +28.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling