+972.1%
UFPT vs SPY
+322.5%
+649.7%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.6% |
| 7D | -3.8% | -0.8% | -3.0% | -3.1% |
| 30D | -13.8% | -1.1% | -12.8% | -13.0% |
| 3M | +16.5% | +3.9% | +12.6% | +13.1% |
| 6M | +32.6% | +13.6% | +19.0% | +19.5% |
| YTD | +25.2% | +12.7% | +12.5% | +13.7% |
| 1Y | +38.0% | +17.5% | +20.5% | +21.0% |
| 3Y | +71.0% | +76.9% | -5.9% | +8.7% |
| 5Y | +317.9% | +83.6% | +234.3% | +157.1% |
| All | +972.1% | +322.5% | +649.7% | +221.4% |
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