-6.3%
UCC vs SPY
+13.0%
-19.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -3.1% |
| 7D | -2.6% | -0.9% | -1.7% | -0.5% |
| 30D | +14.8% | -2.4% | +17.1% | +21.3% |
| 3M | +0.7% | -1.2% | +1.8% | +3.7% |
| 6M | -1.7% | +3.3% | -5.0% | -8.2% |
| YTD | -5.0% | +12.3% | -17.3% | -26.6% |
| 1Y | -6.3% | +12.4% | -18.7% | -27.7% |
| All | -6.3% | +13.0% | -19.2% | -27.7% |
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