+4,790.6%
UFPT vs SPY
+2,833.8%
+1,956.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.3% |
| 7D | -4.4% | +0.5% | -4.9% | -4.7% |
| 30D | -10.4% | -0.9% | -9.5% | -10.0% |
| 3M | +24.0% | +3.9% | +20.2% | +21.7% |
| 6M | +34.6% | +14.5% | +20.1% | +25.5% |
| YTD | +26.7% | +12.9% | +13.7% | +19.1% |
| 1Y | +36.6% | +19.4% | +17.3% | +24.8% |
| 3Y | +74.6% | +78.5% | -3.8% | +30.6% |
| 5Y | +332.6% | +81.8% | +250.9% | +220.6% |
| 10Y | +942.3% | +311.5% | +630.8% | +431.2% |
| All | +4,790.6% | +2,833.8% | +1,956.8% | +2,321.3% |
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 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