+43.8%
SO vs UUUU
+96.1%
-52.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.7% |
| 7D | 0.0% | +1.8% | -1.8% | 0.0% |
| 30D | -2.5% | +1.8% | -4.3% | -2.5% |
| 3M | -4.2% | +1.3% | -5.4% | -4.1% |
| 6M | -7.7% | -26.8% | +19.1% | -7.5% |
| YTD | +3.8% | +0.1% | +3.7% | +3.6% |
| 1Y | +0.1% | +11.2% | -11.2% | +0.3% |
| All | +43.8% | +96.1% | -52.3% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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