+6,358.4%
SO vs UL
+2,758.7%
+3,599.7%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.3% | +0.1% |
| 7D | -0.1% | +2.6% | -2.7% | -0.8% |
| 30D | +8.7% | +6.8% | +1.9% | +6.8% |
| 3M | +3.4% | +5.7% | -2.4% | +1.8% |
| 6M | +3.7% | +15.9% | -12.2% | -0.4% |
| YTD | +10.0% | +4.3% | +5.8% | +8.3% |
| 1Y | +6.6% | -0.4% | +7.0% | +6.1% |
| 3Y | +52.5% | +35.0% | +17.5% | +40.0% |
| 5Y | +76.1% | +31.6% | +44.5% | +60.8% |
| 10Y | +194.9% | +104.6% | +90.2% | +142.3% |
| All | +6,358.4% | +2,758.7% | +3,599.7% | +2,663.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling