+73.7%
UAE vs SPY
+318.9%
-245.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.1% |
| 7D | +0.7% | -2.0% | +2.7% | +1.7% |
| 30D | +1.0% | -1.7% | +2.6% | +1.8% |
| 3M | +9.6% | +4.7% | +4.9% | +7.2% |
| 6M | +6.4% | +12.5% | -6.1% | +0.6% |
| YTD | +6.3% | +11.7% | -5.4% | +0.8% |
| 1Y | +8.9% | +17.5% | -8.6% | +0.7% |
| 3Y | +48.7% | +76.6% | -27.9% | +12.8% |
| 5Y | +56.5% | +82.0% | -25.5% | +15.6% |
| All | +73.7% | +318.9% | -245.2% | -15.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling