+217.9%
UDIV vs SPY
+332.3%
-114.4%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | 0.0% | 0.0% |
| 7D | +0.3% | +0.1% | +0.1% | +0.2% |
| 30D | +0.1% | +0.1% | +0.1% | +0.1% |
| 3M | +1.6% | +2.0% | -0.3% | +0.1% |
| 6M | +15.2% | +13.0% | +2.2% | +4.5% |
| YTD | +17.5% | +13.5% | +3.9% | +6.1% |
| 1Y | +24.0% | +20.0% | +4.1% | +7.3% |
| 3Y | +87.5% | +77.2% | +10.3% | +19.9% |
| 5Y | +91.8% | +81.9% | +9.9% | +19.1% |
| 10Y | +208.3% | +314.1% | -105.8% | +6.2% |
| All | +217.9% | +332.3% | -114.4% | +6.1% |
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