+55.3%
UAA vs SPY
+785.3%
-730.0%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.7% |
| 7D | -7.0% | +2.6% | -9.6% | -10.1% |
| 30D | +2.5% | -2.0% | +4.5% | +5.0% |
| 3M | -8.2% | -2.8% | -5.4% | -4.9% |
| 6M | -3.9% | +2.1% | -6.1% | -6.9% |
| YTD | -1.2% | +11.5% | -12.7% | -14.2% |
| 1Y | +5.4% | +13.5% | -8.1% | -10.5% |
| 3Y | -29.7% | +77.7% | -107.4% | -66.7% |
| 5Y | -80.4% | +72.6% | -153.0% | -89.9% |
| 10Y | -84.6% | +308.2% | -392.7% | -97.2% |
| All | +55.3% | +785.3% | -730.0% | -86.6% |
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