+80.5%
UTL vs SPY
+311.3%
-230.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.5% | +1.1% | +0.8% |
| 7D | +0.7% | +0.5% | +0.2% | +0.4% |
| 30D | +1.4% | -0.9% | +2.3% | +1.9% |
| 3M | +7.6% | +3.9% | +3.7% | +4.9% |
| 6M | +3.6% | +14.5% | -10.9% | -4.9% |
| YTD | +14.6% | +12.9% | +1.6% | +5.8% |
| 1Y | +25.0% | +19.4% | +5.6% | +11.4% |
| 3Y | +29.1% | +78.5% | -49.3% | -13.1% |
| 5Y | +27.3% | +81.8% | -54.4% | -17.2% |
| 10Y | +80.5% | +311.5% | -231.0% | -43.3% |
| All | +80.5% | +311.3% | -230.8% | -43.3% |
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