+480.3%
SO vs UUUU
-92.0%
+572.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.6% | -0.8% |
| 7D | -0.2% | -1.4% | +1.2% | -0.1% |
| 30D | -4.6% | +16.3% | -20.9% | -4.8% |
| 3M | -3.0% | -16.7% | +13.7% | -2.9% |
| 6M | -8.3% | -33.7% | +25.4% | -7.9% |
| YTD | +3.5% | -0.5% | +4.0% | +3.0% |
| 1Y | -0.9% | +28.9% | -29.8% | -2.0% |
| 3Y | +45.4% | +99.9% | -54.5% | +41.7% |
| 5Y | +59.6% | +135.3% | -75.7% | +54.0% |
| 10Y | +156.6% | +518.4% | -361.8% | +138.9% |
| All | +480.3% | -92.0% | +572.3% | +449.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling