+113.0%
ULS vs SPY
+52.2%
+60.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.1% |
| 7D | -1.7% | -0.4% | -1.3% | -1.5% |
| 30D | -6.4% | -1.4% | -5.1% | -5.7% |
| 3M | -25.9% | +3.7% | -29.6% | -27.8% |
| 6M | -11.3% | +13.0% | -24.3% | -18.1% |
| YTD | -7.1% | +12.4% | -19.5% | -13.8% |
| 1Y | +11.8% | +18.5% | -6.7% | +0.6% |
| All | +113.0% | +52.2% | +60.8% | +69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling