+17.3%
SPYM vs UL
-9.2%
+26.4%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.6% | -0.1% | +0.6% |
| 7D | -1.0% | -3.4% | +2.3% | -1.0% |
| 30D | -1.3% | +0.5% | -1.8% | -1.3% |
| 3M | +3.6% | +7.2% | -3.6% | +3.6% |
| 6M | +13.3% | -3.1% | +16.4% | +13.1% |
| YTD | +12.4% | -2.7% | +15.1% | +12.4% |
| 1Y | +17.3% | -10.2% | +27.5% | +18.2% |
| All | +17.3% | -9.2% | +26.4% | +18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling