-32.6%
UCB vs SPY
+932.9%
-965.5%
-96.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.5% | -0.4% | -0.3% |
| 7D | +3.5% | +0.5% | +2.9% | +2.7% |
| 30D | -0.6% | -0.9% | +0.3% | +0.6% |
| 3M | +6.9% | +3.9% | +3.0% | +1.1% |
| 6M | +15.9% | +14.5% | +1.4% | -4.0% |
| YTD | +14.8% | +12.9% | +1.9% | -3.2% |
| 1Y | +10.1% | +19.4% | -9.2% | -13.9% |
| 3Y | +51.4% | +78.5% | -27.1% | -30.6% |
| 5Y | +39.1% | +81.8% | -42.7% | -39.2% |
| 10Y | +119.9% | +311.5% | -191.6% | -68.5% |
| All | -32.6% | +932.9% | -965.5% | -96.5% |
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