+78.1%
ULVM vs SPY
+75.5%
+2.6%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.1% |
| 7D | -2.0% | -2.0% | 0.0% | -0.5% |
| 30D | -2.6% | -1.7% | -0.9% | -1.3% |
| 3M | +3.8% | +4.7% | -0.9% | 0.0% |
| 6M | +11.6% | +12.5% | -0.9% | +1.5% |
| YTD | +18.3% | +11.7% | +6.5% | +8.1% |
| 1Y | +23.2% | +17.5% | +5.7% | +8.0% |
| All | +78.1% | +75.5% | +2.6% | +10.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling