+516.4%
SO vs UUUU
-96.4%
+612.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.6% | +1.2% |
| 7D | +1.4% | -1.1% | +2.4% | +1.4% |
| 30D | +4.7% | -21.0% | +25.7% | +5.0% |
| 3M | +1.7% | -54.8% | +56.5% | +2.9% |
| 6M | +2.2% | -67.3% | +69.5% | +3.7% |
| YTD | +10.0% | -54.7% | +64.6% | +10.7% |
| 1Y | +6.0% | -57.4% | +63.5% | +6.8% |
| 3Y | +54.1% | -19.6% | +73.7% | +52.4% |
| 5Y | +79.6% | -40.0% | +119.7% | +77.1% |
| 10Y | +195.5% | +364.1% | -168.6% | +177.7% |
| All | +516.4% | -96.4% | +612.8% | +489.8% |
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 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