-16.7%
UCC vs SPY
+81.0%
-97.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.2% | -1.6% |
| 7D | -4.0% | -0.4% | -3.7% | -3.2% |
| 30D | -12.1% | -1.4% | -10.7% | -9.3% |
| 3M | -7.7% | +3.7% | -11.4% | -14.4% |
| 6M | -7.7% | +13.0% | -20.7% | -28.6% |
| YTD | -16.4% | +12.4% | -28.8% | -34.4% |
| 1Y | -15.9% | +18.5% | -34.4% | -40.9% |
| 3Y | +34.5% | +77.6% | -43.1% | -57.5% |
| 5Y | -16.7% | +81.7% | -98.4% | -72.6% |
| All | -16.7% | +81.0% | -97.7% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling