+23.9%
UL vs SPY
+78.7%
-54.8%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.5% | -1.0% |
| 7D | -1.3% | +0.5% | -1.9% | -1.4% |
| 30D | +0.9% | -0.9% | +1.9% | +1.0% |
| 3M | +14.2% | +3.9% | +10.4% | +13.8% |
| 6M | -3.2% | +14.5% | -17.7% | -4.6% |
| YTD | -0.3% | +12.9% | -13.3% | -1.7% |
| 1Y | -8.8% | +19.4% | -28.1% | -10.6% |
| 3Y | +23.9% | +78.5% | -54.6% | +7.4% |
| All | +23.9% | +78.7% | -54.8% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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