+107.8%
ULS vs SPY
+51.3%
+56.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.6% | -1.9% | -2.1% |
| 7D | -4.7% | -2.0% | -2.7% | -3.6% |
| 30D | -7.5% | -1.7% | -5.9% | -6.6% |
| 3M | -26.8% | +4.7% | -31.6% | -29.2% |
| 6M | -12.6% | +12.5% | -25.1% | -19.1% |
| YTD | -9.4% | +11.7% | -21.1% | -15.6% |
| 1Y | +9.4% | +17.5% | -8.0% | -1.1% |
| All | +107.8% | +51.3% | +56.5% | +65.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling