-100.0%
UCAR vs SPY
+93.2%
-193.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.5% | -3.0% | -2.4% |
| 7D | -31.4% | -0.4% | -31.0% | -31.1% |
| 30D | -43.0% | -1.4% | -41.6% | -41.7% |
| 3M | -67.8% | +3.7% | -71.6% | -70.9% |
| 6M | -96.9% | +13.0% | -109.9% | -97.7% |
| YTD | -97.2% | +12.4% | -109.6% | -97.9% |
| 1Y | -98.0% | +18.5% | -116.5% | -98.6% |
| 3Y | -100.0% | +77.6% | -177.6% | -100.0% |
| All | -100.0% | +93.2% | -193.2% | -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 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