+64.4%
UL vs SPXU
-99.6%
+163.9%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.1% | +0.3% |
| 7D | -3.4% | +2.5% | -5.9% | -3.0% |
| 30D | +0.5% | +4.2% | -3.7% | +1.2% |
| 3M | +7.2% | -9.3% | +16.5% | +5.9% |
| 6M | -3.1% | -30.7% | +27.6% | -7.8% |
| YTD | -2.7% | -28.1% | +25.4% | -6.8% |
| 1Y | -10.2% | -35.2% | +25.0% | -15.3% |
| 3Y | +20.3% | -79.9% | +100.2% | -3.6% |
| 5Y | +19.9% | -86.4% | +106.3% | -3.8% |
| All | +64.4% | -99.6% | +163.9% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling