-2.6%
UFI vs SPY
+77.0%
-79.6%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | +0.1% |
| 7D | -5.1% | -0.8% | -4.3% | -4.7% |
| 30D | -0.7% | -1.1% | +0.3% | -0.3% |
| 3M | +64.1% | +3.9% | +60.2% | +61.2% |
| 6M | +82.7% | +13.6% | +69.1% | +72.8% |
| YTD | +93.1% | +12.7% | +80.5% | +83.2% |
| 1Y | +51.6% | +17.5% | +34.1% | +41.0% |
| 3Y | -2.6% | +76.9% | -79.5% | -25.1% |
| All | -2.6% | +77.0% | -79.6% | -25.1% |
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