+20.4%
UTSL vs SPY
+82.0%
-61.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.9% |
| 7D | +2.1% | +0.1% | +2.0% | +1.9% |
| 30D | -5.3% | +0.1% | -5.4% | -5.4% |
| 3M | -8.3% | +2.0% | -10.2% | -11.4% |
| 6M | -28.3% | +13.0% | -41.3% | -40.1% |
| YTD | -5.6% | +13.5% | -19.1% | -21.9% |
| 1Y | -0.5% | +20.0% | -20.4% | -24.0% |
| 3Y | +88.6% | +77.2% | +11.4% | -21.5% |
| All | +20.4% | +82.0% | -61.7% | -55.2% |
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