+229.9%
UFOX vs SPY
+202.4%
+27.5%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -1.9% |
| 7D | +5.7% | +2.6% | +3.1% | +2.7% |
| 30D | -7.5% | -2.0% | -5.5% | -4.9% |
| 3M | -14.3% | -2.8% | -11.5% | -10.9% |
| 6M | -18.8% | +2.1% | -21.0% | -19.7% |
| YTD | +18.2% | +11.5% | +6.7% | +6.4% |
| 1Y | +17.5% | +13.5% | +4.1% | +3.9% |
| 3Y | +143.6% | +77.7% | +65.9% | +35.5% |
| 5Y | +95.1% | +72.6% | +22.5% | +12.4% |
| All | +229.9% | +202.4% | +27.5% | +6.9% |
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