+811.4%
SPYM vs UL
+457.5%
+353.9%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.3% | -0.7% | -0.5% |
| 7D | +2.6% | +0.3% | +2.2% | +2.4% |
| 30D | -2.0% | +3.7% | -5.7% | -3.5% |
| 3M | -2.8% | +5.6% | -8.4% | -5.1% |
| 6M | +2.2% | +17.2% | -15.1% | -4.8% |
| YTD | +11.5% | +3.9% | +7.7% | +8.4% |
| 1Y | +13.5% | 0.0% | +13.5% | +11.8% |
| 3Y | +78.0% | +34.8% | +43.2% | +52.5% |
| 5Y | +73.1% | +32.4% | +40.8% | +46.6% |
| 10Y | +310.9% | +105.3% | +205.6% | +179.8% |
| All | +811.4% | +457.5% | +353.9% | +308.7% |
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