-32.0%
UBEW vs SPY
+15.1%
-47.0%
-41.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -2.9% | -2.9% |
| 7D | -8.5% | -0.4% | -8.2% | -8.2% |
| 30D | -10.6% | -1.4% | -9.3% | -9.3% |
| 3M | -0.1% | +3.7% | -3.8% | -4.0% |
| 6M | -6.6% | +13.0% | -19.6% | -19.7% |
| YTD | -17.8% | +12.4% | -30.2% | -29.1% |
| All | -32.0% | +15.1% | -47.0% | -42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling