+21.5%
UFPI vs SPY
+79.8%
-58.2%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.7% |
| 7D | -3.6% | -2.0% | -1.6% | -1.6% |
| 30D | -13.2% | -1.7% | -11.6% | -11.7% |
| 3M | -1.9% | +4.7% | -6.6% | -6.4% |
| 6M | -12.1% | +12.5% | -24.7% | -22.2% |
| YTD | -10.8% | +11.7% | -22.6% | -20.5% |
| 1Y | -18.3% | +17.5% | -35.8% | -31.1% |
| 3Y | -17.7% | +76.6% | -94.3% | -55.5% |
| 5Y | +21.5% | +82.0% | -60.5% | -35.2% |
| All | +21.5% | +79.8% | -58.2% | -35.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling