+575.9%
UL vs SBAC
+2,208.1%
-1,632.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | 0.0% |
| 7D | -1.3% | -0.8% | -0.5% | -1.3% |
| 30D | +0.5% | +6.9% | -6.4% | 0.0% |
| 3M | +17.6% | -8.2% | +25.8% | +18.2% |
| 6M | -5.4% | -1.6% | -3.7% | -5.5% |
| YTD | +0.7% | -0.1% | +0.8% | +0.4% |
| 1Y | -9.3% | -0.5% | -8.8% | -9.5% |
| 3Y | +24.5% | -9.1% | +33.6% | +24.7% |
| 5Y | +23.2% | -43.8% | +67.0% | +26.6% |
| 10Y | +64.5% | +80.5% | -16.0% | +58.0% |
| All | +575.9% | +2,208.1% | -1,632.2% | +440.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling