+78.7%
UCYB vs SPY
+82.3%
-3.5%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -1.6% |
| 7D | -0.6% | -0.8% | +0.1% | +1.0% |
| 30D | -13.4% | -1.1% | -12.3% | -11.0% |
| 3M | +17.5% | +3.9% | +13.6% | +9.1% |
| 6M | +89.3% | +13.6% | +75.6% | +45.6% |
| YTD | +56.2% | +12.7% | +43.5% | +23.0% |
| 1Y | +35.6% | +17.5% | +18.1% | -1.7% |
| 3Y | +171.5% | +76.9% | +94.6% | -15.2% |
| All | +78.7% | +82.3% | -3.5% | -43.5% |
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 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