+3.4%
UBT vs SPY
+805.9%
-802.5%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.3% |
| 7D | -0.6% | +0.1% | -0.7% | -0.5% |
| 30D | -1.3% | +0.1% | -1.4% | -1.3% |
| 3M | -6.3% | +2.0% | -8.3% | -5.4% |
| 6M | -13.2% | +13.0% | -26.2% | -7.7% |
| YTD | -8.5% | +13.5% | -22.0% | -2.4% |
| 1Y | -7.6% | +20.0% | -27.6% | +1.5% |
| 3Y | -21.3% | +77.2% | -98.5% | +8.1% |
| 5Y | -69.0% | +81.9% | -150.9% | -57.1% |
| 10Y | -63.6% | +314.1% | -377.7% | +13.6% |
| All | +3.4% | +805.9% | -802.5% | +823.6% |
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