+75.3%
ULVM vs SPY
+81.0%
-5.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.2% |
| 7D | -0.8% | -0.4% | -0.4% | -0.5% |
| 30D | -2.1% | -1.4% | -0.7% | -1.0% |
| 3M | +3.3% | +3.7% | -0.5% | +0.1% |
| 6M | +11.7% | +13.0% | -1.3% | +1.0% |
| YTD | +18.7% | +12.4% | +6.3% | +7.8% |
| 1Y | +23.4% | +18.5% | +4.9% | +7.2% |
| 3Y | +78.7% | +77.6% | +1.1% | +11.2% |
| 5Y | +75.3% | +81.7% | -6.3% | +6.5% |
| All | +75.3% | +81.0% | -5.6% | +6.5% |
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 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