+368.2%
UCTT vs SPY
+307.0%
+61.2%
-79.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.4% | -3.3% | -3.0% |
| 7D | +12.7% | +2.6% | +10.1% | +7.9% |
| 30D | -18.4% | -2.0% | -16.4% | -13.6% |
| 3M | -50.1% | -2.8% | -47.3% | -46.2% |
| 6M | -45.5% | +2.1% | -47.6% | -45.0% |
| YTD | +83.0% | +11.5% | +71.5% | +60.7% |
| 1Y | +90.1% | +13.5% | +76.7% | +62.7% |
| 3Y | +83.5% | +77.7% | +5.8% | -21.1% |
| 5Y | -21.3% | +72.6% | -93.9% | -62.4% |
| All | +368.2% | +307.0% | +61.2% | -33.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling