+20.3%
UL vs SNY
-9.6%
+29.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.6% |
| 7D | -3.4% | -3.3% | -0.1% | -2.6% |
| 30D | +0.5% | -2.2% | +2.6% | +1.0% |
| 3M | +7.2% | -3.0% | +10.3% | +8.0% |
| 6M | -3.1% | +2.7% | -5.8% | -3.7% |
| YTD | -2.7% | -6.8% | +4.1% | -1.3% |
| 1Y | -10.2% | -5.3% | -5.0% | -9.4% |
| 3Y | +20.3% | -9.8% | +30.0% | +20.2% |
| All | +20.3% | -9.6% | +29.9% | +20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 3y: compounded portfolio wealth divided by compounded SNY 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…
3y analysis · Full analysis span regression · 6 months rolling