-18.3%
UCTT vs SPY
+74.0%
-92.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.3% |
| 7D | +29.3% | +3.3% | +26.0% | +21.1% |
| 30D | -21.2% | -2.7% | -18.5% | -14.5% |
| 3M | -46.9% | -1.7% | -45.2% | -43.5% |
| 6M | -42.0% | +3.1% | -45.1% | -42.8% |
| YTD | +89.9% | +11.9% | +78.0% | +61.9% |
| 1Y | +85.0% | +12.0% | +73.0% | +58.5% |
| 3Y | +86.6% | +78.2% | +8.4% | -26.9% |
| 5Y | -18.3% | +73.2% | -91.6% | -62.0% |
| All | -18.3% | +74.0% | -92.4% | -62.0% |
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 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