+0.8%
UL vs SN
+141.7%
-141.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.8% | -1.8% | +0.7% |
| 7D | +1.1% | +1.5% | -0.4% | +0.9% |
| 30D | +4.5% | +21.5% | -17.0% | +1.6% |
| 3M | +6.5% | +20.0% | -13.6% | +3.4% |
| 6M | +18.2% | +119.9% | -101.8% | +6.8% |
| YTD | +4.7% | +102.3% | -97.6% | -4.2% |
| 1Y | +0.8% | +148.0% | -147.2% | -9.8% |
| All | +0.8% | +141.7% | -141.0% | -9.8% |
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