+97.6%
UTSL vs SPY
+77.4%
+20.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.7% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | -5.3% | +0.1% | -5.4% | -5.4% |
| 3M | -8.3% | +2.0% | -10.2% | -10.6% |
| 6M | -28.3% | +13.0% | -41.3% | -37.8% |
| YTD | -5.6% | +13.5% | -19.1% | -18.7% |
| 1Y | -0.5% | +20.0% | -20.4% | -19.8% |
| All | +97.6% | +77.4% | +20.2% | -22.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling