-32.5%
UIS vs SPY
+78.1%
-110.6%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.1% |
| 7D | +5.9% | +2.6% | +3.4% | +1.8% |
| 30D | +31.9% | -2.0% | +33.9% | +35.1% |
| 3M | -1.0% | -2.8% | +1.7% | +2.8% |
| 6M | -8.1% | +2.1% | -10.2% | -12.1% |
| YTD | +3.3% | +11.5% | -8.2% | -13.5% |
| 1Y | +6.3% | +13.5% | -7.1% | -13.2% |
| 3Y | -32.5% | +77.7% | -110.2% | -73.5% |
| All | -32.5% | +78.1% | -110.6% | -73.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling