+78.5%
SPY vs UL
+24.1%
+54.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.5% |
| 7D | +0.5% | -1.3% | +1.9% | +0.6% |
| 30D | -0.9% | +0.9% | -1.9% | -1.0% |
| 3M | +3.9% | +14.2% | -10.4% | +2.9% |
| 6M | +14.5% | -3.2% | +17.7% | +14.8% |
| YTD | +12.9% | -0.3% | +13.3% | +12.9% |
| 1Y | +19.4% | -8.8% | +28.1% | +20.4% |
| 3Y | +78.5% | +23.9% | +54.6% | +69.8% |
| All | +78.5% | +24.1% | +54.4% | +69.8% |
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