-90.3%
UEIC vs SPY
+79.8%
-170.1%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.3% |
| 7D | +1.8% | -2.0% | +3.7% | +3.6% |
| 30D | -16.1% | -1.7% | -14.4% | -14.9% |
| 3M | +27.9% | +4.7% | +23.2% | +22.1% |
| 6M | +34.3% | +12.5% | +21.8% | +19.2% |
| YTD | +34.6% | +11.7% | +22.9% | +20.3% |
| 1Y | +3.2% | +17.5% | -14.3% | -12.2% |
| 3Y | -44.2% | +76.6% | -120.8% | -67.3% |
| 5Y | -90.3% | +82.0% | -172.3% | -94.6% |
| All | -90.3% | +79.8% | -170.1% | -94.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling