+165.6%
UFPI vs SPY
+322.5%
-156.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | -0.5% |
| 7D | -4.5% | -0.8% | -3.8% | -3.7% |
| 30D | -11.8% | -1.1% | -10.8% | -10.8% |
| 3M | -4.2% | +3.9% | -8.0% | -8.3% |
| 6M | -10.3% | +13.6% | -23.9% | -22.5% |
| YTD | -10.4% | +12.7% | -23.1% | -22.0% |
| 1Y | -20.1% | +17.5% | -37.6% | -33.9% |
| 3Y | -18.8% | +76.9% | -95.7% | -58.6% |
| 5Y | +22.1% | +83.6% | -61.5% | -40.2% |
| All | +165.6% | +322.5% | -156.9% | -57.1% |
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 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