+67.2%
SU vs UL
-9.2%
+76.4%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.8% | 0.0% |
| 7D | +2.2% | -3.4% | +5.6% | +1.6% |
| 30D | +8.4% | +0.5% | +8.0% | +8.5% |
| 3M | +12.1% | +7.2% | +4.9% | +13.4% |
| 6M | +19.7% | -3.1% | +22.7% | +22.5% |
| YTD | +58.4% | -2.7% | +61.1% | +61.2% |
| 1Y | +67.2% | -10.2% | +77.5% | +68.8% |
| All | +67.2% | -9.2% | +76.4% | +68.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling