-30.6%
UAA vs SPY
+75.5%
-106.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.6% | +2.0% | +2.2% |
| 7D | -4.2% | -2.0% | -2.3% | -1.8% |
| 30D | -6.9% | -1.7% | -5.3% | -4.9% |
| 3M | -12.8% | +4.7% | -17.5% | -17.7% |
| 6M | -25.6% | +12.5% | -38.1% | -36.1% |
| YTD | 0.0% | +11.7% | -11.7% | -13.0% |
| 1Y | -0.6% | +17.5% | -18.1% | -18.8% |
| All | -30.6% | +75.5% | -106.1% | -69.4% |
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 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