+202.4%
UDIV vs SPY
+313.7%
-111.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.3% |
| 7D | -3.1% | -2.7% | -0.4% | -0.9% |
| 30D | -5.6% | -5.4% | -0.2% | -1.2% |
| 3M | -4.3% | -4.1% | -0.2% | -1.0% |
| 6M | +0.7% | +0.7% | 0.0% | +0.2% |
| YTD | +11.8% | +8.7% | +3.1% | +4.7% |
| 1Y | +14.1% | +10.9% | +3.2% | +5.2% |
| 3Y | +84.4% | +75.0% | +9.5% | +19.4% |
| 5Y | +81.8% | +67.8% | +14.0% | +20.4% |
| 10Y | +209.3% | +312.9% | -103.5% | +7.4% |
| All | +202.4% | +313.7% | -111.3% | +4.6% |
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