-44.7%
UBOT vs SPY
+221.6%
-266.3%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.2% | +0.6% |
| 7D | -3.6% | -0.8% | -2.8% | -1.4% |
| 30D | -13.8% | -1.1% | -12.7% | -10.8% |
| 3M | -13.3% | +3.9% | -17.1% | -20.6% |
| 6M | -12.3% | +13.6% | -25.9% | -35.9% |
| YTD | -14.0% | +12.7% | -26.6% | -35.2% |
| 1Y | -5.9% | +17.5% | -23.5% | -36.1% |
| 3Y | +27.3% | +76.9% | -49.6% | -70.4% |
| 5Y | -55.8% | +83.6% | -139.4% | -89.2% |
| All | -44.7% | +221.6% | -266.3% | -95.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling