+155.2%
UFO vs SPY
+78.7%
+76.5%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +2.2% |
| 7D | +3.7% | +0.5% | +3.2% | +2.9% |
| 30D | -7.9% | -0.9% | -6.9% | -6.7% |
| 3M | -19.1% | +3.9% | -22.9% | -23.0% |
| 6M | -0.3% | +14.5% | -14.8% | -15.7% |
| YTD | +14.9% | +12.9% | +1.9% | -1.1% |
| 1Y | +27.8% | +19.4% | +8.4% | +3.5% |
| 3Y | +155.2% | +78.5% | +76.8% | +32.0% |
| All | +155.2% | +78.7% | +76.5% | +32.0% |
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