+1,776.5%
UL vs SPY
+3,045.4%
-1,268.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.7% | +0.6% |
| 7D | -2.5% | +3.3% | -5.8% | -4.3% |
| 30D | +5.7% | -2.7% | +8.3% | +7.0% |
| 3M | +7.0% | -1.7% | +8.7% | +7.7% |
| 6M | +16.1% | +3.1% | +13.0% | +13.4% |
| YTD | +3.6% | +11.9% | -8.3% | -3.7% |
| 1Y | -1.4% | +12.0% | -13.4% | -8.4% |
| 3Y | +34.1% | +78.2% | -44.1% | -7.6% |
| 5Y | +32.0% | +73.2% | -41.2% | -8.9% |
| 10Y | +104.7% | +309.6% | -204.9% | -19.4% |
| All | +1,776.5% | +3,045.4% | -1,268.9% | +149.6% |
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