+72.4%
UBER vs SPYM
+198.1%
-125.7%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -2.0% |
| 7D | -5.4% | -1.0% | -4.4% | -4.1% |
| 30D | -4.9% | -1.3% | -3.6% | -3.3% |
| 3M | +3.0% | +3.6% | -0.6% | -1.8% |
| 6M | -4.4% | +13.3% | -17.7% | -18.9% |
| YTD | -12.3% | +12.4% | -24.7% | -25.0% |
| 1Y | -24.3% | +17.3% | -41.6% | -38.6% |
| 3Y | +46.4% | +76.8% | -30.3% | -30.3% |
| 5Y | +79.7% | +83.6% | -4.0% | -15.7% |
| All | +72.4% | +198.1% | -125.7% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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