+39.5%
UFOX vs SPY
+21.3%
+18.2%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | -1.0% |
| 7D | -3.7% | +0.3% | -3.9% | -4.1% |
| 30D | -6.9% | +0.2% | -7.1% | -7.2% |
| 3M | -22.2% | +2.8% | -25.0% | -25.6% |
| 6M | +19.4% | +14.3% | +5.1% | -3.4% |
| YTD | +26.5% | +14.0% | +12.5% | +2.8% |
| All | +39.5% | +21.3% | +18.2% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling