-43.6%
UBOT vs SPY
+222.3%
-265.8%
-86.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -0.1% |
| 7D | +2.6% | +0.5% | +2.0% | +1.0% |
| 30D | -11.1% | -0.9% | -10.1% | -8.4% |
| 3M | -16.8% | +3.9% | -20.7% | -23.7% |
| 6M | -9.7% | +14.5% | -24.2% | -35.6% |
| YTD | -12.2% | +12.9% | -25.1% | -34.4% |
| 1Y | -3.7% | +19.4% | -23.0% | -37.4% |
| 3Y | +30.5% | +78.5% | -48.0% | -70.4% |
| 5Y | -55.0% | +81.8% | -136.8% | -88.7% |
| All | -43.6% | +222.3% | -265.8% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling