-100.0%
UAVS vs SPY
+615.0%
-715.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.2% |
| 7D | +3.8% | +0.5% | +3.3% | +3.5% |
| 30D | +17.4% | -0.9% | +18.3% | +18.3% |
| 3M | +12.5% | +3.9% | +8.6% | +10.2% |
| 6M | -0.9% | +14.5% | -15.4% | -8.2% |
| YTD | +33.3% | +12.9% | +20.4% | +25.1% |
| 1Y | -44.3% | +19.4% | -63.7% | -49.1% |
| 3Y | -99.4% | +78.5% | -177.8% | -99.5% |
| 5Y | -100.0% | +81.8% | -181.7% | -100.0% |
| 10Y | -100.0% | +311.5% | -411.5% | -100.0% |
| All | -100.0% | +615.0% | -715.0% | -100.0% |
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