+66.0%
UAA vs SPY
+801.6%
-735.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.7% |
| 7D | +3.3% | +0.1% | +3.2% | +3.2% |
| 30D | -22.3% | +0.1% | -22.4% | -22.4% |
| 3M | -5.9% | +2.0% | -7.9% | -8.4% |
| 6M | -23.0% | +13.0% | -36.0% | -34.5% |
| YTD | +5.6% | +13.5% | -7.9% | -10.3% |
| 1Y | -0.2% | +20.0% | -20.2% | -21.2% |
| 3Y | -32.8% | +77.2% | -110.0% | -68.0% |
| 5Y | -77.3% | +81.9% | -159.2% | -89.0% |
| 10Y | -86.4% | +314.1% | -400.4% | -97.6% |
| All | +66.0% | +801.6% | -735.6% | -86.0% |
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