+21.4%
UL vs SBAC
-43.9%
+65.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.4% | -0.6% | -1.0% |
| 7D | -1.3% | -0.1% | -1.2% | -1.3% |
| 30D | +0.9% | +3.2% | -2.3% | +0.3% |
| 3M | +14.2% | -5.1% | +19.3% | +15.1% |
| 6M | -3.2% | -2.1% | -1.1% | -3.2% |
| YTD | -0.3% | -0.5% | +0.2% | -0.8% |
| 1Y | -8.8% | +1.1% | -9.9% | -9.5% |
| 3Y | +23.9% | -7.4% | +31.3% | +24.5% |
| 5Y | +21.4% | -44.3% | +65.7% | +32.6% |
| All | +21.4% | -43.9% | +65.3% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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