-36.5%
UIS vs SPY
+76.5%
-113.0%
-77.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.5% | -3.1% | -2.8% |
| 7D | -6.5% | -0.4% | -6.2% | -5.9% |
| 30D | -15.6% | -1.4% | -14.2% | -13.4% |
| 3M | -36.3% | +3.7% | -40.0% | -40.3% |
| 6M | +3.8% | +13.0% | -9.2% | -14.9% |
| YTD | -11.6% | +12.4% | -24.0% | -26.4% |
| 1Y | -37.8% | +18.5% | -56.3% | -52.0% |
| All | -36.5% | +76.5% | -113.0% | -76.5% |
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