-100.0%
UCAR vs SPY
+92.0%
-192.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1,471.1% | -1.6% | +1,472.7% | +1,469.4% |
| 7D | +1,428.9% | -2.0% | +1,430.9% | +1,440.7% |
| 30D | +862.3% | -1.7% | +863.9% | +853.3% |
| 3M | +511.6% | +4.7% | +506.8% | +418.1% |
| 6M | +4.2% | +12.5% | -8.3% | -24.5% |
| YTD | -51.3% | +11.7% | -63.0% | -64.4% |
| 1Y | -63.9% | +17.5% | -81.4% | -75.3% |
| 3Y | -99.8% | +76.6% | -176.4% | -100.0% |
| All | -100.0% | +92.0% | -192.0% | -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 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