+18.9%
UL vs SPYG
+85.2%
-66.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.8% | -0.2% | +0.5% |
| 7D | -3.4% | -0.9% | -2.5% | -3.3% |
| 30D | +0.5% | -1.5% | +2.0% | +0.7% |
| 3M | +7.2% | +3.7% | +3.5% | +6.5% |
| 6M | -3.1% | +16.4% | -19.5% | -5.8% |
| YTD | -2.7% | +13.3% | -16.0% | -5.1% |
| 1Y | -10.2% | +17.9% | -28.1% | -13.2% |
| 3Y | +20.3% | +98.3% | -78.1% | -0.9% |
| All | +18.9% | +85.2% | -66.3% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling