+5,205.4%
UFPT vs SPY
+2,796.6%
+2,408.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +0.5% | +2.6% | -2.1% | -0.8% |
| 30D | +4.8% | -2.0% | +6.8% | +6.3% |
| 3M | -4.6% | -2.8% | -1.8% | -2.9% |
| 6M | +39.2% | +2.1% | +37.0% | +38.2% |
| YTD | +37.4% | +11.5% | +25.9% | +30.5% |
| 1Y | +30.2% | +13.5% | +16.7% | +22.6% |
| 3Y | +114.0% | +77.7% | +36.3% | +61.0% |
| 5Y | +348.7% | +72.6% | +276.1% | +242.2% |
| 10Y | +1,082.4% | +308.2% | +774.2% | +506.9% |
| All | +5,205.4% | +2,796.6% | +2,408.8% | +2,552.7% |
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