-41.5%
UBRL vs SPY
+39.9%
-81.3%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.1% | -2.7% |
| 7D | +10.0% | -0.6% | +10.6% | +11.3% |
| 30D | -5.5% | -3.7% | -1.8% | +1.6% |
| 3M | -22.7% | -2.7% | -20.0% | -18.6% |
| 6M | -22.4% | +2.2% | -24.6% | -26.6% |
| YTD | -38.1% | +10.8% | -49.0% | -50.4% |
| 1Y | -54.7% | +11.2% | -66.0% | -63.9% |
| All | -41.5% | +39.9% | -81.3% | -72.0% |
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