+119.5%
UCB vs SPY
+322.5%
-202.9%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | -0.6% |
| 7D | -1.0% | -0.8% | -0.2% | -0.1% |
| 30D | -3.0% | -1.1% | -2.0% | -1.9% |
| 3M | +3.7% | +3.9% | -0.1% | -1.0% |
| 6M | +17.7% | +13.6% | +4.1% | +0.9% |
| YTD | +14.8% | +12.7% | +2.1% | -0.7% |
| 1Y | +11.5% | +17.5% | -6.0% | -8.3% |
| 3Y | +52.3% | +76.9% | -24.6% | -21.8% |
| 5Y | +43.8% | +83.6% | -39.8% | -30.0% |
| All | +119.5% | +322.5% | -202.9% | -64.8% |
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