-82.1%
UEIC vs SPY
+72.1%
-154.2%
-93.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +3.8% |
| 7D | +24.1% | +2.6% | +21.5% | +21.5% |
| 30D | +37.6% | -2.0% | +39.5% | +40.6% |
| 3M | +39.4% | -2.8% | +42.2% | +43.4% |
| 6M | +87.2% | +2.1% | +85.0% | +83.4% |
| YTD | +99.6% | +11.5% | +88.1% | +79.2% |
| 1Y | +142.6% | +13.5% | +129.2% | +114.2% |
| 3Y | -13.8% | +77.7% | -91.5% | -49.8% |
| All | -82.1% | +72.1% | -154.2% | -89.5% |
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