+59.1%
SO vs UUUU
+111.0%
-51.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.3% | +5.7% | -0.6% |
| 7D | -1.1% | -5.0% | +3.9% | -1.1% |
| 30D | -3.7% | -7.8% | +4.0% | -3.7% |
| 3M | -5.9% | -0.4% | -5.5% | -6.0% |
| 6M | -7.3% | -32.9% | +25.6% | -6.8% |
| YTD | +3.1% | -6.3% | +9.4% | +2.5% |
| 1Y | -1.0% | +7.9% | -8.9% | -2.1% |
| 3Y | +43.2% | +85.2% | -41.9% | +38.4% |
| 5Y | +59.1% | +97.0% | -37.9% | +51.2% |
| All | +59.1% | +111.0% | -51.9% | +51.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling