-92.2%
UFI vs SPY
+3,059.5%
-3,151.7%
-98.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.5% |
| 7D | -6.9% | -0.4% | -6.5% | -6.6% |
| 30D | -1.9% | -1.4% | -0.5% | -0.7% |
| 3M | +71.0% | +3.7% | +67.3% | +64.8% |
| 6M | +74.6% | +13.0% | +61.5% | +54.5% |
| YTD | +94.0% | +12.4% | +81.6% | +72.4% |
| 1Y | +52.9% | +18.5% | +34.4% | +28.5% |
| 3Y | -0.1% | +77.6% | -77.8% | -45.4% |
| 5Y | -68.6% | +81.7% | -150.3% | -83.2% |
| 10Y | -74.5% | +319.7% | -394.1% | -94.0% |
| All | -92.2% | +3,059.5% | -3,151.7% | -99.6% |
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