+265.3%
UBS vs SPY
+731.9%
-466.7%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | +0.2% |
| 7D | +1.7% | +0.5% | +1.2% | +1.0% |
| 30D | +2.4% | -0.9% | +3.4% | +3.7% |
| 3M | +16.5% | +3.9% | +12.6% | +10.7% |
| 6M | +47.0% | +14.5% | +32.4% | +23.2% |
| YTD | +22.0% | +12.9% | +9.1% | +4.2% |
| 1Y | +39.3% | +19.4% | +20.0% | +10.4% |
| 3Y | +134.7% | +78.5% | +56.3% | +7.6% |
| 5Y | +280.6% | +81.8% | +198.9% | +68.3% |
| 10Y | +411.5% | +311.5% | +100.0% | -28.8% |
| All | +265.3% | +731.9% | -466.7% | -80.3% |
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