+3,094.0%
SPY vs UL
+1,700.7%
+1,393.4%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | +0.1% | -1.3% | +1.4% | +0.6% |
| 30D | +0.1% | +0.5% | -0.4% | -0.2% |
| 3M | +2.0% | +17.6% | -15.6% | -4.3% |
| 6M | +13.0% | -5.4% | +18.4% | +14.4% |
| YTD | +13.5% | +0.7% | +12.8% | +12.1% |
| 1Y | +20.0% | -9.3% | +29.2% | +22.7% |
| 3Y | +77.2% | +24.5% | +52.7% | +58.9% |
| 5Y | +81.9% | +23.2% | +58.7% | +61.2% |
| 10Y | +314.1% | +64.5% | +249.6% | +221.5% |
| All | +3,094.0% | +1,700.7% | +1,393.4% | +1,144.6% |
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