+1,724.5%
UL vs SPY
+3,091.8%
-1,367.3%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.2% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | +0.5% | +0.1% | +0.4% | +0.4% |
| 3M | +17.6% | +2.0% | +15.6% | +16.0% |
| 6M | -5.4% | +13.0% | -18.4% | -12.2% |
| YTD | +0.7% | +13.5% | -12.8% | -6.9% |
| 1Y | -9.3% | +20.0% | -29.2% | -19.0% |
| 3Y | +24.5% | +77.2% | -52.7% | -13.7% |
| 5Y | +23.2% | +81.9% | -58.7% | -17.2% |
| 10Y | +64.5% | +314.1% | -249.6% | -35.5% |
| All | +1,724.5% | +3,091.8% | -1,367.3% | +141.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling