+233.5%
SPOT vs UL
+20.7%
+212.8%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.1% | +0.7% |
| 7D | -3.1% | -3.4% | +0.3% | -2.8% |
| 30D | +7.4% | +0.5% | +6.9% | +7.4% |
| 3M | +8.2% | +7.2% | +0.9% | +8.2% |
| 6M | +2.2% | -3.1% | +5.3% | +2.1% |
| YTD | -9.5% | -2.7% | -6.7% | -9.5% |
| 1Y | -23.8% | -10.2% | -13.6% | -23.9% |
| 3Y | +233.5% | +20.3% | +213.2% | +233.8% |
| All | +233.5% | +20.7% | +212.8% | +233.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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