-28.2%
UCB vs SPY
+919.8%
-948.0%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.6% |
| 7D | +0.9% | +2.6% | -1.7% | -2.5% |
| 30D | +12.5% | -2.0% | +14.5% | +15.0% |
| 3M | +2.3% | -2.8% | +5.1% | +5.5% |
| 6M | +17.6% | +2.1% | +15.5% | +13.1% |
| YTD | +22.3% | +11.5% | +10.8% | +4.3% |
| 1Y | +28.4% | +13.5% | +14.9% | +6.9% |
| 3Y | +77.6% | +77.7% | -0.1% | -18.6% |
| 5Y | +20.3% | +72.6% | -52.3% | -43.8% |
| 10Y | +96.6% | +308.2% | -211.6% | -71.7% |
| All | -28.2% | +919.8% | -948.0% | -96.3% |
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