+37.1%
UE vs SPY
+369.1%
-332.0%
-71.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.5% |
| 7D | -1.9% | +0.1% | -2.0% | -2.0% |
| 30D | -4.8% | +0.1% | -4.9% | -4.9% |
| 3M | -5.3% | +2.0% | -7.3% | -7.7% |
| 6M | +2.4% | +13.0% | -10.7% | -10.1% |
| YTD | +11.4% | +13.5% | -2.1% | -2.9% |
| 1Y | +3.3% | +20.0% | -16.7% | -15.1% |
| 3Y | +42.9% | +77.2% | -34.3% | -22.7% |
| 5Y | +33.7% | +81.9% | -48.1% | -30.0% |
| 10Y | +7.2% | +314.1% | -306.9% | -74.2% |
| All | +37.1% | +369.1% | -332.0% | -70.7% |
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