+4,094.5%
UFPI vs SPY
+2,869.9%
+1,224.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -0.8% |
| 7D | +0.9% | +0.5% | +0.4% | +0.3% |
| 30D | -11.1% | -0.9% | -10.2% | -10.3% |
| 3M | +3.1% | +3.9% | -0.8% | -0.8% |
| 6M | -10.6% | +14.5% | -25.2% | -22.1% |
| YTD | -7.5% | +12.9% | -20.4% | -18.3% |
| 1Y | -17.6% | +19.4% | -36.9% | -31.3% |
| 3Y | -14.6% | +78.5% | -93.1% | -52.6% |
| 5Y | +23.4% | +81.8% | -58.4% | -32.2% |
| 10Y | +160.8% | +311.5% | -150.7% | -33.0% |
| All | +4,094.5% | +2,869.9% | +1,224.6% | +264.9% |
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