+592.5%
UL vs SBAC
+2,215.3%
-1,622.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -1.0% |
| 7D | -1.7% | -2.8% | +1.1% | -1.5% |
| 30D | +4.5% | +3.1% | +1.4% | +4.3% |
| 3M | +5.5% | +5.1% | +0.3% | +5.1% |
| 6M | +17.0% | -11.4% | +28.4% | +17.8% |
| YTD | +3.2% | +0.2% | +3.0% | +2.9% |
| 1Y | -1.9% | -3.9% | +2.0% | -1.9% |
| 3Y | +33.6% | -7.7% | +41.2% | +33.6% |
| 5Y | +31.5% | -39.7% | +71.2% | +34.5% |
| 10Y | +103.9% | +111.9% | -8.0% | +94.3% |
| All | +592.5% | +2,215.3% | -1,622.8% | +453.7% |
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