+274.4%
UBS vs SPY
+79.8%
+194.7%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -0.9% |
| 7D | -3.0% | -2.0% | -1.0% | -1.0% |
| 30D | +0.6% | -1.7% | +2.2% | +2.3% |
| 3M | +15.5% | +4.7% | +10.7% | +10.1% |
| 6M | +42.7% | +12.5% | +30.2% | +26.7% |
| YTD | +19.6% | +11.7% | +7.9% | +7.1% |
| 1Y | +38.1% | +17.5% | +20.6% | +17.3% |
| 3Y | +130.2% | +76.6% | +53.7% | +28.6% |
| 5Y | +274.4% | +82.0% | +192.4% | +96.4% |
| All | +274.4% | +79.8% | +194.7% | +96.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling