-9.3%
UL vs SN
+46.4%
-55.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | +0.1% |
| 7D | -1.3% | -9.3% | +8.0% | -0.3% |
| 30D | +0.5% | -4.8% | +5.3% | +1.0% |
| 3M | +17.6% | +40.4% | -22.8% | +13.3% |
| 6M | -5.4% | +50.9% | -56.3% | -9.2% |
| YTD | +0.7% | +54.9% | -54.2% | -3.5% |
| 1Y | -9.3% | +43.0% | -52.3% | -12.9% |
| All | -9.3% | +46.4% | -55.6% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling