+311.0%
SPYM vs UL
+109.3%
+201.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.5% | -0.7% |
| 7D | +2.6% | +1.1% | +1.4% | +2.2% |
| 30D | -2.0% | +4.5% | -6.5% | -3.5% |
| 3M | -2.8% | +6.5% | -9.3% | -4.9% |
| 6M | +2.2% | +18.2% | -16.0% | -3.8% |
| YTD | +11.5% | +4.7% | +6.9% | +8.8% |
| 1Y | +13.5% | +0.8% | +12.7% | +12.0% |
| 3Y | +78.0% | +35.9% | +42.1% | +54.7% |
| 5Y | +73.1% | +33.4% | +39.7% | +48.8% |
| All | +311.0% | +109.3% | +201.7% | +227.2% |
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