+35.0%
UL vs SPG
+132.9%
-97.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.4% |
| 7D | +0.3% | +5.1% | -4.8% | -1.0% |
| 30D | +7.0% | +16.8% | -9.9% | +2.9% |
| 3M | +5.8% | +5.7% | +0.1% | +4.2% |
| 6M | +16.1% | +17.8% | -1.7% | +11.9% |
| YTD | +4.5% | +30.1% | -25.6% | -1.1% |
| 1Y | -1.3% | +32.8% | -34.1% | -6.8% |
| 3Y | +35.0% | +137.2% | -102.3% | +15.2% |
| All | +35.0% | +132.9% | -97.9% | +15.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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