+92.8%
UFO vs SPY
+196.8%
-104.0%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.8% |
| 7D | -0.6% | +0.1% | -0.7% | -0.7% |
| 30D | -6.2% | +0.1% | -6.3% | -6.2% |
| 3M | -26.3% | +2.0% | -28.3% | -27.6% |
| 6M | -5.8% | +13.0% | -18.8% | -16.9% |
| YTD | +13.2% | +13.5% | -0.3% | -0.5% |
| 1Y | +32.1% | +20.0% | +12.2% | +10.0% |
| 3Y | +143.1% | +77.2% | +65.9% | +36.0% |
| 5Y | +50.5% | +81.9% | -31.4% | -18.1% |
| All | +92.8% | +196.8% | -104.0% | -34.5% |
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