+71.5%
UFCS vs SPY
+311.3%
-239.9%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.2% | -1.3% |
| 7D | +1.9% | +0.5% | +1.3% | +1.4% |
| 30D | +1.3% | -0.9% | +2.2% | +2.1% |
| 3M | +22.0% | +3.9% | +18.1% | +17.5% |
| 6M | +46.7% | +14.5% | +32.2% | +29.3% |
| YTD | +52.5% | +12.9% | +39.6% | +35.8% |
| 1Y | +79.8% | +19.4% | +60.4% | +52.0% |
| 3Y | +213.5% | +78.5% | +135.0% | +81.6% |
| 5Y | +161.7% | +81.8% | +80.0% | +45.4% |
| 10Y | +71.5% | +311.5% | -240.1% | -60.3% |
| All | +71.5% | +311.3% | -239.9% | -60.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling