+946.0%
UI vs SPY
+311.6%
+634.4%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.3% | -4.4% | -3.9% | -3.0% |
| 7D | -15.2% | -4.7% | -10.5% | -9.8% |
| 30D | -17.9% | -5.9% | -12.0% | -11.3% |
| 3M | -9.5% | -4.5% | -5.0% | -3.8% |
| 6M | -49.2% | +1.8% | -51.0% | -50.0% |
| YTD | -6.7% | +8.3% | -15.0% | -14.3% |
| 1Y | -33.5% | +9.3% | -42.9% | -39.5% |
| 3Y | +398.1% | +74.9% | +323.2% | +171.7% |
| 5Y | +75.0% | +67.3% | +7.7% | +0.8% |
| All | +946.0% | +311.6% | +634.4% | +135.2% |
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