+3,422.7%
UI vs SPY
+716.8%
+2,705.9%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +0.9% |
| 7D | -6.9% | -0.7% | -6.2% | -6.0% |
| 30D | -7.9% | -1.0% | -6.9% | -6.6% |
| 3M | +0.3% | -0.3% | +0.7% | +1.0% |
| 6M | -44.0% | +7.3% | -51.3% | -48.3% |
| YTD | +1.8% | +13.3% | -11.5% | -11.4% |
| 1Y | -25.7% | +14.8% | -40.5% | -36.2% |
| 3Y | +443.4% | +82.9% | +360.5% | +181.0% |
| 5Y | +88.7% | +75.6% | +13.2% | +2.8% |
| 10Y | +1,030.3% | +330.5% | +699.8% | +126.8% |
| All | +3,422.7% | +716.8% | +2,705.9% | +294.3% |
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