+1,379.7%
UTL vs SPY
+3,091.8%
-1,712.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +1.1% | +0.1% | +1.0% | +1.1% |
| 30D | +1.2% | +0.1% | +1.2% | +1.2% |
| 3M | +8.1% | +2.0% | +6.1% | +7.2% |
| 6M | +2.8% | +13.0% | -10.2% | -1.4% |
| YTD | +14.0% | +13.5% | +0.4% | +9.1% |
| 1Y | +21.6% | +20.0% | +1.7% | +14.3% |
| 3Y | +21.4% | +77.2% | -55.8% | 0.0% |
| 5Y | +27.3% | +81.9% | -54.6% | +3.1% |
| 10Y | +85.4% | +314.1% | -228.7% | +20.2% |
| All | +1,379.7% | +3,091.8% | -1,712.1% | +540.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling