+254.8%
SPOT vs UL
+36.4%
+218.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.5% | -2.3% |
| 7D | -2.9% | -1.3% | -1.5% | -2.5% |
| 30D | +8.3% | +0.9% | +7.4% | +8.1% |
| 3M | +5.1% | +14.2% | -9.2% | +1.8% |
| 6M | -6.5% | -3.2% | -3.3% | -5.9% |
| YTD | -9.0% | -0.3% | -8.6% | -9.3% |
| 1Y | -26.4% | -8.8% | -17.6% | -25.2% |
| 3Y | +240.0% | +23.9% | +216.2% | +214.1% |
| 5Y | +111.7% | +21.4% | +90.4% | +92.5% |
| All | +254.8% | +36.4% | +218.3% | +204.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling