-42.3%
UEIC vs SPY
+3,010.1%
-3,052.5%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.5% |
| 7D | +1.1% | +0.5% | +0.5% | +0.5% |
| 30D | +3.0% | -0.9% | +3.9% | +3.8% |
| 3M | +24.1% | +3.9% | +20.2% | +19.2% |
| 6M | +28.0% | +14.5% | +13.5% | +11.3% |
| YTD | +35.8% | +12.9% | +22.9% | +19.7% |
| 1Y | +2.1% | +19.4% | -17.2% | -14.7% |
| 3Y | -43.7% | +78.5% | -122.2% | -67.9% |
| 5Y | -90.4% | +81.8% | -172.2% | -94.7% |
| 10Y | -93.6% | +311.5% | -405.1% | -98.4% |
| All | -42.3% | +3,010.1% | -3,052.5% | -95.9% |
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 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