-2.7%
UCC vs SPY
+14.6%
-17.4%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +1.7% | +6.8% | +4.7% |
| 7D | +12.2% | -0.7% | +12.9% | +14.0% |
| 30D | +21.7% | -1.0% | +22.8% | +24.8% |
| 3M | +4.9% | -0.3% | +5.2% | +6.0% |
| 6M | +3.4% | +7.3% | -3.9% | -11.9% |
| YTD | -2.5% | +13.3% | -15.8% | -26.3% |
| 1Y | -2.7% | +14.8% | -17.5% | -28.7% |
| All | -2.7% | +14.6% | -17.4% | -28.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling