-7.7%
ULS vs SPY
+14.6%
-22.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.9% |
| 7D | +10.1% | -0.7% | +10.8% | +10.6% |
| 30D | +16.8% | -1.0% | +17.9% | +17.6% |
| 3M | +2.0% | -0.3% | +2.3% | +2.1% |
| 6M | -11.2% | +7.3% | -18.5% | -17.2% |
| YTD | +1.6% | +13.3% | -11.7% | -10.3% |
| 1Y | -7.7% | +14.8% | -22.5% | -19.0% |
| All | -7.7% | +14.6% | -22.3% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling