+115.4%
UCYB vs SPY
+113.5%
+1.8%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.9% |
| 7D | +1.7% | -0.4% | +2.0% | +2.5% |
| 30D | -13.4% | -1.4% | -12.1% | -10.5% |
| 3M | +24.1% | +3.7% | +20.4% | +15.7% |
| 6M | +86.6% | +13.0% | +73.6% | +45.7% |
| YTD | +56.5% | +12.4% | +44.2% | +24.3% |
| 1Y | +39.7% | +18.5% | +21.1% | -0.2% |
| 3Y | +177.4% | +77.6% | +99.8% | -12.4% |
| 5Y | +73.7% | +81.7% | -8.0% | -42.9% |
| All | +115.4% | +113.5% | +1.8% | -48.6% |
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