+55.0%
UTL vs SPY
+72.1%
-17.1%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -0.2% | +2.6% | -2.8% | -1.0% |
| 30D | +5.7% | -2.0% | +7.7% | +6.2% |
| 3M | +4.3% | -2.8% | +7.1% | +5.0% |
| 6M | +12.4% | +2.1% | +10.3% | +11.4% |
| YTD | +19.3% | +11.5% | +7.8% | +14.8% |
| 1Y | +21.7% | +13.5% | +8.3% | +16.4% |
| 3Y | +30.8% | +77.7% | -46.9% | +4.6% |
| All | +55.0% | +72.1% | -17.1% | +20.7% |
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