+889.3%
UL vs SPYG
+528.0%
+361.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.4% |
| 7D | +1.1% | +2.3% | -1.2% | +0.2% |
| 30D | +4.5% | -6.5% | +11.0% | +6.9% |
| 3M | +6.5% | -6.8% | +13.3% | +8.9% |
| 6M | +18.2% | -3.1% | +21.3% | +18.6% |
| YTD | +4.7% | +8.0% | -3.3% | +0.3% |
| 1Y | +0.8% | +10.2% | -9.5% | -4.3% |
| 3Y | +35.9% | +91.0% | -55.1% | +0.1% |
| 5Y | +33.4% | +67.7% | -34.3% | +2.2% |
| 10Y | +106.9% | +393.9% | -287.0% | -3.0% |
| All | +889.3% | +528.0% | +361.4% | +208.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling