+27.7%
UCC vs SPY
+76.5%
-48.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.2% | -1.5% |
| 7D | -4.0% | -0.4% | -3.7% | -3.1% |
| 30D | -12.1% | -1.4% | -10.7% | -9.1% |
| 3M | -7.7% | +3.7% | -11.4% | -14.7% |
| 6M | -7.7% | +13.0% | -20.7% | -29.6% |
| YTD | -16.4% | +12.4% | -28.8% | -35.3% |
| 1Y | -15.9% | +18.5% | -34.4% | -42.1% |
| All | +27.7% | +76.5% | -48.8% | -64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling