-10.2%
UL vs SPXU
-36.3%
+26.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.1% | +0.6% |
| 7D | -3.4% | +2.5% | -5.9% | -3.4% |
| 30D | +0.5% | +4.2% | -3.7% | +0.5% |
| 3M | +7.2% | -9.3% | +16.5% | +7.3% |
| 6M | -3.1% | -30.7% | +27.6% | -3.1% |
| YTD | -2.7% | -28.1% | +25.4% | -3.1% |
| 1Y | -10.2% | -35.2% | +25.0% | -9.8% |
| All | -10.2% | -36.3% | +26.0% | -9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling