+47.9%
UFO vs SPY
+81.0%
-33.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.3% |
| 7D | -0.2% | -0.4% | +0.2% | +0.2% |
| 30D | -10.1% | -1.4% | -8.7% | -8.6% |
| 3M | -18.8% | +3.7% | -22.5% | -22.0% |
| 6M | -4.7% | +13.0% | -17.7% | -16.4% |
| YTD | +11.6% | +12.4% | -0.8% | -1.4% |
| 1Y | +25.0% | +18.5% | +6.4% | +4.7% |
| 3Y | +147.9% | +77.6% | +70.2% | +38.1% |
| 5Y | +47.9% | +81.7% | -33.8% | -19.1% |
| All | +47.9% | +81.0% | -33.1% | -19.1% |
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