-38.0%
UBRL vs SPY
+41.8%
-79.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.2% | -4.7% |
| 7D | -13.9% | -0.4% | -13.5% | -13.2% |
| 30D | -18.1% | -1.4% | -16.7% | -15.8% |
| 3M | -4.0% | +3.7% | -7.7% | -11.1% |
| 6M | -17.3% | +13.0% | -30.3% | -35.8% |
| YTD | -34.4% | +12.4% | -46.8% | -48.7% |
| 1Y | -54.7% | +18.5% | -73.3% | -68.0% |
| All | -38.0% | +41.8% | -79.8% | -71.1% |
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