+70.6%
UCC vs SPY
+78.4%
-7.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.7% |
| 7D | +5.9% | -0.6% | +6.5% | +7.6% |
| 30D | +13.7% | -3.7% | +17.3% | +24.1% |
| 3M | +0.1% | -2.7% | +2.8% | +7.1% |
| 6M | -2.7% | +2.2% | -4.9% | -6.6% |
| YTD | -4.8% | +10.8% | -15.7% | -23.4% |
| 1Y | -5.6% | +11.2% | -16.9% | -24.5% |
| 3Y | +70.6% | +76.5% | -5.9% | -49.4% |
| All | +70.6% | +78.4% | -7.8% | -49.4% |
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