+599.8%
UL vs SBAC
+2,232.4%
-1,632.6%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | +2.6% | +3.6% | -1.1% | +2.3% |
| 30D | +6.8% | +4.9% | +1.9% | +6.4% |
| 3M | +5.7% | +6.5% | -0.7% | +5.2% |
| 6M | +15.9% | -11.1% | +27.0% | +16.7% |
| YTD | +4.3% | +0.9% | +3.3% | +3.9% |
| 1Y | -0.4% | -1.6% | +1.1% | -0.6% |
| 3Y | +35.0% | -7.0% | +41.9% | +34.9% |
| 5Y | +31.6% | -39.2% | +70.8% | +34.6% |
| 10Y | +104.6% | +111.4% | -6.7% | +94.9% |
| All | +599.8% | +2,232.4% | -1,632.6% | +459.2% |
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