+823.3%
SPYM vs UL
+435.0%
+388.3%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.5% | -0.2% |
| 7D | +0.6% | -1.3% | +1.9% | +1.1% |
| 30D | -0.9% | +0.9% | -1.8% | -1.3% |
| 3M | +3.9% | +14.2% | -10.3% | -1.8% |
| 6M | +14.5% | -3.2% | +17.7% | +15.1% |
| YTD | +13.0% | -0.3% | +13.3% | +11.9% |
| 1Y | +19.4% | -8.8% | +28.2% | +22.1% |
| 3Y | +78.9% | +23.9% | +55.0% | +58.9% |
| 5Y | +82.3% | +21.4% | +61.0% | +60.4% |
| 10Y | +314.7% | +66.7% | +248.1% | +209.3% |
| All | +823.3% | +435.0% | +388.3% | +321.9% |
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