+21.2%
UL vs SPXS
-79.5%
+100.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.1% | -1.6% |
| 7D | -3.2% | +1.2% | -4.5% | -3.2% |
| 30D | -0.6% | +5.2% | -5.8% | -0.4% |
| 3M | +9.4% | -9.2% | +18.6% | +9.2% |
| 6M | -4.1% | -29.6% | +25.5% | -5.2% |
| YTD | -2.0% | -27.6% | +25.6% | -2.9% |
| 1Y | -9.0% | -36.7% | +27.8% | -10.3% |
| All | +21.2% | -79.5% | +100.7% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 SPXS 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