-43.7%
ISUL vs SPY
+14.6%
-58.3%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +0.9% | +3.9% | +3.1% |
| 7D | +0.9% | -0.8% | +1.7% | +2.5% |
| 30D | -16.7% | -1.1% | -15.6% | -14.8% |
| 3M | -26.6% | +3.9% | -30.5% | -31.0% |
| 6M | -51.1% | +13.6% | -64.7% | -61.8% |
| YTD | -64.0% | +12.7% | -76.7% | -71.1% |
| All | -43.7% | +14.6% | -58.3% | -56.3% |
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