+865.7%
UCTT vs SPY
+953.1%
-87.3%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -0.4% | +9.2% | +9.4% |
| 7D | +4.2% | +0.1% | +4.1% | +4.1% |
| 30D | -9.7% | +0.1% | -9.7% | -9.6% |
| 3M | -22.7% | +2.0% | -24.7% | -23.3% |
| 6M | +22.8% | +13.0% | +9.8% | +5.0% |
| YTD | +185.9% | +13.5% | +172.4% | +143.7% |
| 1Y | +203.2% | +20.0% | +183.2% | +140.7% |
| 3Y | +104.1% | +77.2% | +26.9% | -4.8% |
| 5Y | +55.0% | +81.9% | -26.8% | -26.1% |
| 10Y | +874.8% | +314.1% | +560.8% | +53.2% |
| All | +865.7% | +953.1% | -87.3% | -48.5% |
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