+67.5%
ULVM vs SPY
+74.0%
-6.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | +1.9% | +3.3% | -1.4% | -0.7% |
| 30D | +3.5% | -2.7% | +6.2% | +5.6% |
| 3M | -1.8% | -1.7% | -0.1% | -0.6% |
| 6M | +6.7% | +3.1% | +3.6% | +3.8% |
| YTD | +19.7% | +11.9% | +7.8% | +8.9% |
| 1Y | +20.4% | +12.0% | +8.4% | +9.4% |
| 3Y | +82.9% | +78.2% | +4.7% | +13.6% |
| 5Y | +67.5% | +73.2% | -5.7% | +6.4% |
| All | +67.5% | +74.0% | -6.5% | +6.4% |
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