+62,786.1%
SU vs UL
+2,587.5%
+60,198.5%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.3% | +2.7% |
| 7D | +1.6% | -3.2% | +4.8% | +3.6% |
| 30D | +10.7% | -0.6% | +11.3% | +10.9% |
| 3M | +13.5% | +9.4% | +4.1% | +6.0% |
| 6M | +21.8% | -4.1% | +25.9% | +22.1% |
| YTD | +58.8% | -2.0% | +60.8% | +56.3% |
| 1Y | +72.0% | -9.0% | +81.0% | +76.4% |
| 3Y | +121.7% | +21.8% | +99.9% | +81.7% |
| 5Y | +350.4% | +20.6% | +329.8% | +253.9% |
| 10Y | +264.7% | +67.7% | +197.0% | +109.5% |
| All | +62,786.1% | +2,587.5% | +60,198.5% | +228.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling