-63.2%
UBT vs SPY
+318.9%
-382.1%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -2.0% |
| 7D | -2.9% | -2.0% | -0.9% | -3.4% |
| 30D | -2.8% | -1.7% | -1.2% | -3.2% |
| 3M | -8.0% | +4.7% | -12.8% | -7.0% |
| 6M | -14.4% | +12.5% | -26.9% | -11.8% |
| YTD | -11.6% | +11.7% | -23.3% | -9.1% |
| 1Y | -15.6% | +17.5% | -33.1% | -11.9% |
| 3Y | -23.1% | +76.6% | -99.6% | -8.6% |
| 5Y | -70.1% | +82.0% | -152.2% | -64.4% |
| All | -63.2% | +318.9% | -382.1% | -22.9% |
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