+321.7%
UL vs SPXU
-100.0%
+421.7%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.7% | -2.7% | -0.7% |
| 7D | -1.3% | -1.5% | +0.2% | -1.6% |
| 30D | +0.9% | +3.7% | -2.8% | +1.7% |
| 3M | +14.2% | -9.6% | +23.8% | +12.3% |
| 6M | -3.2% | -32.4% | +29.2% | -9.6% |
| YTD | -0.3% | -28.7% | +28.4% | -5.8% |
| 1Y | -8.8% | -38.2% | +29.4% | -16.0% |
| 3Y | +23.9% | -80.4% | +104.3% | -6.3% |
| 5Y | +21.4% | -86.0% | +107.4% | -7.2% |
| 10Y | +66.7% | -99.5% | +166.2% | -30.2% |
| All | +321.7% | -100.0% | +421.7% | -22.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling