-83.7%
UFG vs SPY
+31.9%
-115.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.6% | -8.8% | -9.2% |
| 7D | -0.9% | -2.0% | +1.1% | -0.2% |
| 30D | +10.5% | -1.7% | +12.2% | +11.2% |
| 3M | -23.5% | +4.7% | -28.2% | -24.9% |
| 6M | -37.3% | +12.5% | -49.8% | -40.0% |
| YTD | -4.1% | +11.7% | -15.8% | -8.2% |
| 1Y | -91.9% | +17.5% | -109.4% | -92.3% |
| All | -83.7% | +31.9% | -115.6% | -85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling