-100.0%
UCAR vs SPY
+93.6%
-193.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -32.8% | +0.9% | -33.7% | -31.9% |
| 7D | +955.2% | -0.8% | +956.0% | +968.9% |
| 30D | +540.5% | -1.1% | +541.5% | +547.1% |
| 3M | +304.1% | +3.9% | +300.2% | +261.4% |
| 6M | -24.7% | +13.6% | -38.3% | -44.8% |
| YTD | -67.3% | +12.7% | -80.0% | -75.8% |
| 1Y | -75.6% | +17.5% | -93.1% | -82.9% |
| 3Y | -99.9% | +76.9% | -176.8% | -100.0% |
| All | -100.0% | +93.6% | -193.6% | -100.0% |
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