-88.0%
UA vs SPY
+342.8%
-430.8%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -2.6% |
| 7D | +3.1% | +0.5% | +2.6% | +2.4% |
| 30D | -16.5% | -0.9% | -15.6% | -15.4% |
| 3M | -10.0% | +3.9% | -13.9% | -14.5% |
| 6M | -22.8% | +14.5% | -37.3% | -35.8% |
| YTD | +3.1% | +12.9% | -9.8% | -12.2% |
| 1Y | +0.6% | +19.4% | -18.8% | -20.5% |
| 3Y | -25.3% | +78.5% | -103.8% | -65.8% |
| 5Y | -74.6% | +81.8% | -156.4% | -88.2% |
| 10Y | -85.9% | +311.5% | -397.4% | -97.8% |
| All | -88.0% | +342.8% | -430.8% | -98.3% |
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 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