+59.8%
UBER vs SPYM
+72.6%
-12.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.4% |
| 7D | +1.6% | +2.6% | -0.9% | -1.7% |
| 30D | +0.6% | -2.0% | +2.6% | +3.0% |
| 3M | -8.2% | -2.8% | -5.4% | -4.9% |
| 6M | -6.7% | +2.2% | -8.9% | -10.1% |
| YTD | -14.7% | +11.5% | -26.2% | -27.4% |
| 1Y | -24.1% | +13.5% | -37.6% | -37.0% |
| 3Y | +33.4% | +78.0% | -44.6% | -43.8% |
| All | +59.8% | +72.6% | -12.8% | -24.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling