+971.0%
UCC vs SPY
+660.9%
+310.1%
-83.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.3% | -2.0% |
| 7D | -4.1% | +0.1% | -4.2% | -4.2% |
| 30D | -7.1% | +0.1% | -7.1% | -7.1% |
| 3M | -6.1% | +2.0% | -8.1% | -8.7% |
| 6M | -6.7% | +13.0% | -19.8% | -23.2% |
| YTD | -12.8% | +13.5% | -26.4% | -28.6% |
| 1Y | -12.0% | +20.0% | -31.9% | -33.9% |
| 3Y | +38.3% | +77.2% | -38.9% | -41.3% |
| 5Y | -13.3% | +81.9% | -95.2% | -61.1% |
| 10Y | +241.3% | +314.1% | -72.8% | -54.3% |
| All | +971.0% | +660.9% | +310.1% | -34.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling