+78.0%
SPYM vs UL
+35.0%
+43.1%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.4% |
| 7D | +2.6% | +0.3% | +2.2% | +2.5% |
| 30D | -2.0% | +3.7% | -5.7% | -2.2% |
| 3M | -2.8% | +5.6% | -8.4% | -3.1% |
| 6M | +2.2% | +17.2% | -15.1% | +1.2% |
| YTD | +11.5% | +3.9% | +7.7% | +11.2% |
| 1Y | +13.5% | 0.0% | +13.5% | +13.5% |
| 3Y | +78.0% | +34.8% | +43.2% | +71.3% |
| All | +78.0% | +35.0% | +43.1% | +71.3% |
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