+81.7%
SPY vs UL
+19.6%
+62.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.2% |
| 7D | -0.4% | -3.2% | +2.9% | +0.2% |
| 30D | -1.4% | -0.6% | -0.8% | -1.3% |
| 3M | +3.7% | +9.4% | -5.7% | +1.7% |
| 6M | +13.0% | -4.1% | +17.1% | +13.8% |
| YTD | +12.4% | -2.0% | +14.4% | +12.4% |
| 1Y | +18.5% | -9.0% | +27.5% | +20.4% |
| 3Y | +77.6% | +21.8% | +55.8% | +64.8% |
| 5Y | +81.7% | +20.6% | +61.1% | +62.8% |
| All | +81.7% | +19.6% | +62.1% | +62.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling