+77.0%
SO vs UL
+31.0%
+46.1%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.5% | +1.5% | -0.4% |
| 7D | -1.5% | +1.1% | -2.6% | -1.8% |
| 30D | +8.1% | +8.2% | -0.2% | +5.7% |
| 3M | +0.2% | +4.5% | -4.3% | -1.1% |
| 6M | +0.4% | +12.6% | -12.2% | -3.2% |
| YTD | +8.5% | +3.5% | +5.0% | +6.9% |
| 1Y | +4.9% | -0.4% | +5.4% | +4.4% |
| 3Y | +47.9% | +36.0% | +11.9% | +36.1% |
| All | +77.0% | +31.0% | +46.1% | +61.3% |
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 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