-26.3%
UBEW vs SPY
+16.2%
-42.5%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.4% |
| 7D | -4.4% | +0.1% | -4.5% | -4.5% |
| 30D | +13.2% | +0.1% | +13.1% | +13.1% |
| 3M | +5.0% | +2.0% | +3.0% | +3.1% |
| 6M | -3.2% | +13.0% | -16.3% | -16.7% |
| YTD | -10.9% | +13.5% | -24.5% | -24.0% |
| All | -26.3% | +16.2% | -42.5% | -38.6% |
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