-70.1%
UBT vs SPY
+81.0%
-151.0%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.4% |
| 7D | -0.8% | -0.4% | -0.4% | -0.8% |
| 30D | -0.3% | -1.4% | +1.1% | -0.1% |
| 3M | -7.0% | +3.7% | -10.7% | -7.5% |
| 6M | -14.2% | +13.0% | -27.2% | -15.5% |
| YTD | -9.9% | +12.4% | -22.3% | -11.2% |
| 1Y | -13.1% | +18.5% | -31.6% | -14.9% |
| 3Y | -21.6% | +77.6% | -99.2% | -27.3% |
| 5Y | -70.1% | +81.7% | -151.7% | -73.3% |
| All | -70.1% | +81.0% | -151.0% | -73.3% |
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 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