+49.6%
UFO vs SPY
+74.6%
-25.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.3% | -0.3% | -0.5% |
| 7D | +7.0% | -0.9% | +7.9% | +8.3% |
| 30D | +1.6% | -2.4% | +3.9% | +4.7% |
| 3M | -12.0% | -1.2% | -10.9% | -10.6% |
| 6M | -25.0% | +3.3% | -28.3% | -27.2% |
| YTD | +9.3% | +12.3% | -3.0% | -3.2% |
| 1Y | +22.0% | +12.4% | +9.6% | +8.2% |
| 3Y | +181.2% | +78.8% | +102.4% | +55.4% |
| 5Y | +49.6% | +75.2% | -25.6% | -16.0% |
| All | +49.6% | +74.6% | -25.0% | -16.0% |
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 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