+21.9%
UL vs SN
+659.6%
-637.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.7% | -5.2% | -2.6% |
| 7D | +1.1% | +7.2% | -6.1% | +0.8% |
| 30D | +8.2% | +20.4% | -12.2% | +7.4% |
| 3M | +4.5% | +23.9% | -19.4% | +3.5% |
| 6M | +12.6% | +93.0% | -80.5% | +9.8% |
| YTD | +3.5% | +99.2% | -95.7% | +0.9% |
| 1Y | -0.4% | +142.6% | -143.0% | -3.3% |
| 3Y | +36.0% | +398.8% | -362.8% | +25.9% |
| All | +21.9% | +659.6% | -637.7% | +12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling