-4.2%
UFPI vs SPY
+14.6%
-18.9%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.7% | +4.7% | +5.2% |
| 7D | +10.2% | -0.7% | +10.9% | +10.7% |
| 30D | +10.6% | -1.0% | +11.6% | +11.2% |
| 3M | -6.5% | -0.3% | -6.2% | -6.4% |
| 6M | +8.4% | +7.3% | +1.1% | +3.0% |
| YTD | -4.0% | +13.3% | -17.4% | -12.7% |
| 1Y | -4.2% | +14.8% | -19.0% | -13.1% |
| All | -4.2% | +14.6% | -18.9% | -13.1% |
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 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