-20.1%
UFPI vs SPY
+18.1%
-38.2%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | -0.2% |
| 7D | -4.5% | -0.8% | -3.8% | -4.0% |
| 30D | -11.8% | -1.1% | -10.8% | -11.1% |
| 3M | -4.2% | +3.9% | -8.0% | -6.5% |
| 6M | -10.3% | +13.6% | -23.9% | -17.7% |
| YTD | -10.4% | +12.7% | -23.1% | -17.5% |
| 1Y | -20.1% | +17.5% | -37.6% | -30.1% |
| All | -20.1% | +18.1% | -38.2% | -30.1% |
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