+266.5%
UFOX vs SPY
+205.6%
+60.8%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.9% | +1.3% | +1.1% |
| 7D | +2.7% | -0.8% | +3.5% | +3.6% |
| 30D | -4.8% | -1.1% | -3.7% | -3.6% |
| 3M | -13.1% | +3.9% | -17.0% | -16.5% |
| 6M | +22.3% | +13.6% | +8.7% | +6.9% |
| YTD | +31.3% | +12.7% | +18.6% | +16.1% |
| 1Y | +36.3% | +17.5% | +18.8% | +15.4% |
| 3Y | +166.0% | +76.9% | +89.1% | +47.7% |
| 5Y | +133.1% | +83.6% | +49.5% | +25.3% |
| All | +266.5% | +205.6% | +60.8% | +16.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling