+19.5%
UL vs SPYG
+96.8%
-77.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.5% | -1.4% |
| 7D | -4.1% | -1.8% | -2.2% | -4.1% |
| 30D | -1.2% | -1.9% | +0.7% | -1.2% |
| 3M | +6.0% | +5.2% | +0.8% | +6.1% |
| 6M | -5.5% | +15.6% | -21.0% | -5.3% |
| YTD | -3.3% | +12.4% | -15.7% | -3.2% |
| 1Y | -9.8% | +17.5% | -27.2% | -9.7% |
| All | +19.5% | +96.8% | -77.3% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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