-59.7%
ULCC vs SPY
+103.8%
-163.5%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -0.8% |
| 7D | +2.2% | +2.6% | -0.4% | -2.1% |
| 30D | +55.5% | -2.0% | +57.5% | +61.1% |
| 3M | +11.3% | -2.8% | +14.1% | +17.8% |
| 6M | +60.8% | +2.1% | +58.7% | +57.6% |
| YTD | +61.1% | +11.5% | +49.7% | +37.1% |
| 1Y | +87.4% | +13.5% | +73.9% | +55.0% |
| 3Y | +118.1% | +77.7% | +40.4% | -5.0% |
| 5Y | -53.4% | +72.6% | -126.0% | -78.9% |
| All | -59.7% | +103.8% | -163.5% | -84.2% |
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