-3.4%
UBT vs SPY
+789.5%
-792.9%
-80.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.6% |
| 7D | -6.7% | +2.6% | -9.3% | -5.5% |
| 30D | +1.2% | -2.0% | +3.1% | +0.2% |
| 3M | -6.9% | -2.8% | -4.2% | -8.2% |
| 6M | -10.8% | +2.1% | -13.0% | -9.9% |
| YTD | -14.5% | +11.5% | -26.0% | -9.7% |
| 1Y | -18.0% | +13.5% | -31.5% | -12.6% |
| 3Y | -13.5% | +77.7% | -91.2% | +19.6% |
| 5Y | -70.7% | +72.6% | -143.3% | -60.9% |
| 10Y | -56.2% | +308.2% | -364.3% | +36.1% |
| All | -3.4% | +789.5% | -792.9% | +754.7% |
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