-78.6%
UAA vs SPY
+80.9%
-159.4%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.5% |
| 7D | -4.9% | -0.4% | -4.5% | -4.3% |
| 30D | -16.5% | -1.4% | -15.1% | -14.7% |
| 3M | -15.2% | +3.7% | -18.9% | -19.7% |
| 6M | -24.4% | +13.0% | -37.4% | -37.3% |
| YTD | -1.4% | +12.4% | -13.8% | -17.2% |
| 1Y | -2.8% | +18.5% | -21.3% | -24.7% |
| 3Y | -32.7% | +77.6% | -110.3% | -73.1% |
| All | -78.6% | +80.9% | -159.4% | -91.4% |
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 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