+317.1%
UFPT vs SPY
+79.8%
+237.4%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.1% |
| 7D | -3.2% | -2.0% | -1.2% | -1.3% |
| 30D | -13.8% | -1.7% | -12.2% | -12.5% |
| 3M | +19.3% | +4.7% | +14.6% | +14.6% |
| 6M | +29.1% | +12.5% | +16.6% | +16.2% |
| YTD | +24.9% | +11.7% | +13.2% | +13.3% |
| 1Y | +37.9% | +17.5% | +20.4% | +19.4% |
| 3Y | +72.3% | +76.6% | -4.3% | +6.3% |
| 5Y | +317.1% | +82.0% | +235.1% | +157.3% |
| All | +317.1% | +79.8% | +237.4% | +157.3% |
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