+217.7%
UFCS vs SPY
+80.4%
+137.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | +4.1% | +0.1% | +4.0% | +4.0% |
| 30D | +3.4% | +0.1% | +3.3% | +3.3% |
| 3M | +28.9% | +2.0% | +26.9% | +27.1% |
| 6M | +44.5% | +13.0% | +31.5% | +33.3% |
| YTD | +55.3% | +13.5% | +41.7% | +42.5% |
| 1Y | +78.3% | +20.0% | +58.4% | +57.2% |
| All | +217.7% | +80.4% | +137.3% | +119.5% |
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 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