+826.4%
UL vs SPYG
+559.2%
+267.2%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | -3.2% | +0.3% | -3.5% | -3.3% |
| 30D | -0.6% | -1.7% | +1.1% | 0.0% |
| 3M | +9.4% | +3.6% | +5.8% | +7.6% |
| 6M | -4.1% | +16.6% | -20.7% | -10.3% |
| YTD | -2.0% | +13.4% | -15.4% | -7.4% |
| 1Y | -9.0% | +19.6% | -28.6% | -16.1% |
| 3Y | +21.8% | +99.8% | -77.9% | -11.5% |
| 5Y | +20.6% | +85.0% | -64.4% | -11.1% |
| 10Y | +67.7% | +422.1% | -354.4% | -22.7% |
| All | +826.4% | +559.2% | +267.2% | +184.5% |
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