-55.0%
ULBI vs SPY
+3,059.5%
-3,114.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.8% | -4.9% |
| 7D | -9.0% | -0.4% | -8.7% | -8.8% |
| 30D | -18.9% | -1.4% | -17.5% | -18.0% |
| 3M | -13.3% | +3.7% | -17.0% | -15.6% |
| 6M | +5.6% | +13.0% | -7.4% | -3.7% |
| YTD | -1.6% | +12.4% | -14.0% | -9.9% |
| 1Y | -14.3% | +18.5% | -32.8% | -24.6% |
| 3Y | -41.4% | +77.6% | -119.0% | -61.2% |
| 5Y | -31.2% | +81.7% | -112.9% | -55.9% |
| 10Y | +37.7% | +319.7% | -282.0% | -54.3% |
| All | -55.0% | +3,059.5% | -3,114.5% | -96.5% |
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