+5,976.4%
SO vs UL
+2,661.1%
+3,315.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.7% | -0.7% |
| 7D | -0.2% | -1.3% | +1.2% | +0.2% |
| 30D | -4.6% | +0.5% | -5.1% | -4.7% |
| 3M | -3.0% | +17.6% | -20.6% | -7.2% |
| 6M | -8.3% | -5.4% | -2.9% | -7.3% |
| YTD | +3.5% | +0.7% | +2.8% | +2.9% |
| 1Y | -0.9% | -9.3% | +8.3% | +1.0% |
| 3Y | +45.4% | +24.5% | +20.8% | +36.3% |
| 5Y | +59.6% | +23.2% | +36.4% | +48.4% |
| 10Y | +156.6% | +64.5% | +92.1% | +121.4% |
| All | +5,976.4% | +2,661.1% | +3,315.3% | +2,524.6% |
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 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