+8.6%
UL vs SN
+21.5%
-13.0%
-4.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.2% | -2.7% |
| 7D | +1.1% | +7.2% | -6.1% | +0.6% |
| 30D | +8.2% | +20.4% | -12.2% | +7.1% |
| All | +8.6% | +21.5% | -13.0% | +7.4% |
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 1mo: 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…
1mo analysis · Full analysis span regression · Available span rolling