+1,323.8%
UFCS vs SPY
+3,091.8%
-1,768.0%
-69.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.5% |
| 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% | +26.0% |
| 6M | +44.5% | +13.0% | +31.5% | +29.1% |
| YTD | +55.3% | +13.5% | +41.7% | +37.9% |
| 1Y | +78.3% | +20.0% | +58.4% | +50.7% |
| 3Y | +196.7% | +77.2% | +119.5% | +76.8% |
| 5Y | +149.0% | +81.9% | +67.1% | +41.1% |
| 10Y | +73.6% | +314.1% | -240.4% | -51.1% |
| All | +1,323.8% | +3,091.8% | -1,768.0% | +92.5% |
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 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