+75.2%
SPY vs UL
+31.1%
+44.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.4% | +1.5% |
| 7D | -0.9% | -1.7% | +0.8% | -0.6% |
| 30D | -2.4% | +4.5% | -6.8% | -3.2% |
| 3M | -1.2% | +5.5% | -6.6% | -2.3% |
| 6M | +3.3% | +17.0% | -13.7% | -0.2% |
| YTD | +12.3% | +3.2% | +9.1% | +11.1% |
| 1Y | +12.4% | -1.9% | +14.3% | +12.4% |
| 3Y | +78.8% | +33.6% | +45.3% | +62.0% |
| 5Y | +75.2% | +31.5% | +43.7% | +54.2% |
| All | +75.2% | +31.1% | +44.0% | +54.2% |
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 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