+131.6%
UBS vs SPY
+77.0%
+54.6%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.2% | +0.2% |
| 7D | -1.4% | -0.8% | -0.7% | -0.7% |
| 30D | +1.2% | -1.1% | +2.3% | +2.3% |
| 3M | +13.3% | +3.9% | +9.4% | +9.0% |
| 6M | +44.0% | +13.6% | +30.4% | +26.8% |
| YTD | +20.9% | +12.7% | +8.2% | +7.4% |
| 1Y | +36.9% | +17.5% | +19.4% | +16.7% |
| 3Y | +131.6% | +76.9% | +54.7% | +32.5% |
| All | +131.6% | +77.0% | +54.6% | +32.5% |
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