-78.7%
UAVS vs SPY
+14.6%
-93.3%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.6% | +1.7% | -16.3% | -19.4% |
| 7D | -38.6% | -0.7% | -37.9% | -37.2% |
| 30D | -60.2% | -1.0% | -59.2% | -58.8% |
| 3M | -52.7% | -0.3% | -52.4% | -51.6% |
| 6M | -66.7% | +7.3% | -74.0% | -72.3% |
| YTD | -56.8% | +13.3% | -70.1% | -68.9% |
| 1Y | -78.7% | +14.8% | -93.4% | -85.4% |
| All | -78.7% | +14.6% | -93.3% | -85.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling