-68.1%
UECG vs SPY
+10.3%
-78.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.1% | -1.6% |
| 7D | -0.2% | -0.4% | +0.1% | +1.4% |
| 30D | -1.6% | -1.4% | -0.2% | +8.5% |
| 3M | 0.0% | +3.7% | -3.7% | -16.0% |
| 6M | -52.0% | +13.0% | -65.0% | -70.2% |
| All | -68.1% | +10.3% | -78.4% | -76.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling