-2.6%
ULTY vs SPY
+52.4%
-55.1%
-26.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.0% | +1.1% |
| 7D | -0.1% | -0.6% | +0.5% | +0.5% |
| 30D | -13.3% | -3.7% | -9.7% | -9.1% |
| 3M | -9.6% | -2.7% | -6.9% | -6.4% |
| 6M | -10.1% | +2.2% | -12.3% | -12.4% |
| YTD | -2.4% | +10.8% | -13.2% | -14.0% |
| 1Y | -11.5% | +11.2% | -22.7% | -22.3% |
| All | -2.6% | +52.4% | -55.1% | -43.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling