-59.1%
ULTI vs SPY
+8.5%
-67.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -1.0% |
| 7D | -0.4% | -2.7% | +2.3% | +4.8% |
| 30D | -17.5% | -5.4% | -12.1% | -6.0% |
| 3M | -20.3% | -4.1% | -16.2% | -12.3% |
| 6M | -48.3% | +0.7% | -49.0% | -49.7% |
| YTD | -33.8% | +8.7% | -42.4% | -47.4% |
| 1Y | -54.3% | +10.9% | -65.2% | -66.1% |
| All | -59.1% | +8.5% | -67.6% | -67.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling