+91.0%
UFO vs SPY
+194.5%
-103.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.9% | +0.3% | +0.2% |
| 7D | -1.0% | -0.8% | -0.2% | -0.1% |
| 30D | -11.4% | -1.1% | -10.4% | -10.3% |
| 3M | -23.8% | +3.9% | -27.7% | -26.9% |
| 6M | -4.6% | +13.6% | -18.2% | -16.3% |
| YTD | +12.1% | +12.7% | -0.6% | -0.6% |
| 1Y | +26.4% | +17.5% | +8.9% | +7.7% |
| 3Y | +149.5% | +76.9% | +72.6% | +39.9% |
| 5Y | +50.2% | +83.6% | -33.4% | -19.0% |
| All | +91.0% | +194.5% | -103.5% | -34.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling