-51.6%
ULTI vs SPY
+12.2%
-63.8%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -0.1% |
| 7D | +4.3% | -0.4% | +4.7% | +5.4% |
| 30D | -3.5% | -1.4% | -2.1% | +0.4% |
| 3M | -37.7% | +3.7% | -41.4% | -43.2% |
| 6M | -19.9% | +13.0% | -32.9% | -41.2% |
| YTD | -21.5% | +12.4% | -33.9% | -41.9% |
| All | -51.6% | +12.2% | -63.8% | -64.1% |
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