+58.7%
SO vs UL
+22.5%
+36.2%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.3% |
| 7D | +1.0% | -1.3% | +2.3% | +1.4% |
| 30D | -3.2% | +0.9% | -4.1% | -3.5% |
| 3M | -1.7% | +14.2% | -15.9% | -5.6% |
| 6M | -7.2% | -3.2% | -4.0% | -6.7% |
| YTD | +4.6% | -0.3% | +4.9% | +4.1% |
| 1Y | +1.2% | -8.8% | +10.0% | +3.3% |
| 3Y | +45.3% | +23.9% | +21.4% | +36.7% |
| 5Y | +58.7% | +21.4% | +37.4% | +47.6% |
| All | +58.7% | +22.5% | +36.2% | +47.6% |
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