-35.3%
ISUL vs SPY
+14.6%
-49.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +18.7% | +1.7% | +17.1% | +15.5% |
| 7D | +16.9% | -0.7% | +17.6% | +18.7% |
| 30D | +38.3% | -1.0% | +39.4% | +41.0% |
| 3M | +64.2% | -0.3% | +64.5% | +65.4% |
| 6M | -0.9% | +7.3% | -8.2% | -14.7% |
| YTD | -40.3% | +13.3% | -53.6% | -52.9% |
| 1Y | -35.3% | +14.8% | -50.1% | -50.3% |
| All | -35.3% | +14.6% | -49.9% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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