+1,143.0%
UFCS vs SPY
+3,027.0%
-1,884.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.4% | 0.0% | +0.4% |
| 7D | -14.4% | +0.1% | -14.5% | -14.6% |
| 30D | -11.4% | -3.3% | -8.0% | -9.1% |
| 3M | -10.0% | -2.4% | -7.5% | -8.5% |
| 6M | +2.2% | +2.6% | -0.4% | -1.0% |
| YTD | +35.5% | +11.2% | +24.3% | +22.0% |
| 1Y | +40.1% | +13.4% | +26.7% | +23.8% |
| 3Y | +165.1% | +79.9% | +85.2% | +55.3% |
| 5Y | +141.3% | +72.2% | +69.2% | +42.9% |
| 10Y | +62.1% | +307.3% | -245.2% | -53.9% |
| All | +1,143.0% | +3,027.0% | -1,884.0% | +70.3% |
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 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