+75.8%
SPYM vs UL
+19.9%
+55.8%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.5% |
| 7D | -2.0% | -4.1% | +2.1% | -1.7% |
| 30D | -1.6% | -1.2% | -0.4% | -1.6% |
| 3M | +4.7% | +6.0% | -1.2% | +4.3% |
| 6M | +12.6% | -5.5% | +18.0% | +13.0% |
| YTD | +11.8% | -3.3% | +15.1% | +11.9% |
| 1Y | +17.5% | -9.8% | +27.3% | +18.5% |
| All | +75.8% | +19.9% | +55.8% | +66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling