-68.4%
UFI vs SPY
+82.3%
-150.7%
-88.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | -0.2% |
| 7D | -5.1% | -0.8% | -4.3% | -4.5% |
| 30D | -0.7% | -1.1% | +0.3% | -0.1% |
| 3M | +64.1% | +3.9% | +60.2% | +59.3% |
| 6M | +82.7% | +13.6% | +69.1% | +65.9% |
| YTD | +93.1% | +12.7% | +80.5% | +76.3% |
| 1Y | +51.6% | +17.5% | +34.1% | +33.6% |
| 3Y | -2.6% | +76.9% | -79.5% | -41.3% |
| All | -68.4% | +82.3% | -150.7% | -81.7% |
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