+1,694.9%
UBSI vs SPY
+3,040.6%
-1,345.6%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.5% |
| 7D | -0.5% | -2.0% | +1.4% | +1.4% |
| 30D | -2.4% | -1.7% | -0.8% | -0.8% |
| 3M | +6.4% | +4.7% | +1.6% | +1.3% |
| 6M | +20.7% | +12.5% | +8.2% | +6.7% |
| YTD | +25.5% | +11.7% | +13.8% | +11.7% |
| 1Y | +29.9% | +17.5% | +12.4% | +9.9% |
| 3Y | +85.4% | +76.6% | +8.8% | +4.2% |
| 5Y | +71.5% | +82.0% | -10.5% | -7.8% |
| 10Y | +82.4% | +317.1% | -234.7% | -55.7% |
| All | +1,694.9% | +3,040.6% | -1,345.6% | +98.6% |
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