+11.7%
UE vs SPY
+312.5%
-300.8%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.2% | -0.2% |
| 7D | -2.3% | -0.4% | -1.9% | -1.9% |
| 30D | -4.4% | -1.4% | -3.0% | -3.1% |
| 3M | -11.1% | +3.7% | -14.8% | -14.7% |
| 6M | +4.5% | +13.0% | -8.5% | -8.4% |
| YTD | +10.6% | +12.4% | -1.8% | -2.9% |
| 1Y | +2.6% | +18.5% | -16.0% | -15.0% |
| 3Y | +41.5% | +77.6% | -36.1% | -25.0% |
| 5Y | +38.4% | +81.7% | -43.3% | -28.9% |
| 10Y | +11.7% | +319.7% | -308.0% | -74.6% |
| All | +11.7% | +312.5% | -300.8% | -74.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling