-75.3%
UA vs SPY
+79.8%
-155.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.7% |
| 7D | -5.1% | -2.0% | -3.1% | -2.3% |
| 30D | -6.9% | -1.7% | -5.3% | -4.6% |
| 3M | -12.5% | +4.7% | -17.2% | -18.1% |
| 6M | -25.2% | +12.5% | -37.7% | -37.1% |
| YTD | +0.8% | +11.7% | -10.9% | -14.0% |
| 1Y | -0.6% | +17.5% | -18.1% | -21.2% |
| 3Y | -27.0% | +76.6% | -103.6% | -69.4% |
| 5Y | -75.3% | +82.0% | -157.3% | -89.7% |
| All | -75.3% | +79.8% | -155.1% | -89.7% |
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