+311.1%
SPY vs UL
+104.4%
+206.7%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.4% | +1.6% |
| 7D | -0.9% | -1.7% | +0.8% | -0.4% |
| 30D | -2.4% | +4.5% | -6.8% | -3.8% |
| 3M | -1.2% | +5.5% | -6.6% | -3.0% |
| 6M | +3.3% | +17.0% | -13.7% | -2.4% |
| YTD | +12.3% | +3.2% | +9.1% | +10.1% |
| 1Y | +12.4% | -1.9% | +14.3% | +11.9% |
| 3Y | +78.8% | +33.6% | +45.3% | +56.4% |
| 5Y | +75.2% | +31.5% | +43.7% | +51.4% |
| 10Y | +311.1% | +103.9% | +207.2% | +230.2% |
| All | +311.1% | +104.4% | +206.7% | +230.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling