-53.8%
ULTI vs SPY
+11.5%
-65.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.1% | -3.0% |
| 7D | -4.9% | -2.0% | -2.9% | +0.6% |
| 30D | -8.2% | -1.7% | -6.6% | -3.7% |
| 3M | -37.7% | +4.7% | -42.4% | -44.6% |
| 6M | -26.5% | +12.5% | -39.0% | -45.4% |
| YTD | -25.2% | +11.7% | -36.9% | -43.7% |
| All | -53.8% | +11.5% | -65.4% | -65.2% |
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 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