+541.3%
UCTT vs SPY
+937.8%
-396.4%
-95.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.7% | -2.5% |
| 7D | +29.3% | +3.3% | +26.0% | +23.2% |
| 30D | -21.2% | -2.7% | -18.5% | -16.0% |
| 3M | -46.9% | -1.7% | -45.2% | -44.2% |
| 6M | -42.0% | +3.1% | -45.1% | -42.3% |
| YTD | +89.9% | +11.9% | +78.0% | +69.0% |
| 1Y | +85.0% | +12.0% | +73.0% | +65.4% |
| 3Y | +86.6% | +78.2% | +8.4% | -12.1% |
| 5Y | -18.3% | +73.2% | -91.6% | -57.4% |
| 10Y | +399.0% | +309.6% | +89.3% | -18.7% |
| All | +541.3% | +937.8% | -396.4% | -64.3% |
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