-97.9%
UIS vs SPY
+3,091.8%
-3,189.7%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.5% | +1.7% |
| 7D | -2.6% | +0.1% | -2.7% | -2.8% |
| 30D | -10.6% | +0.1% | -10.6% | -10.5% |
| 3M | -39.4% | +2.0% | -41.3% | -41.1% |
| 6M | +8.7% | +13.0% | -4.3% | -7.6% |
| YTD | -5.1% | +13.5% | -18.6% | -19.4% |
| 1Y | -31.4% | +20.0% | -51.4% | -45.6% |
| 3Y | -34.0% | +77.2% | -111.2% | -68.1% |
| 5Y | -89.3% | +81.9% | -171.2% | -95.0% |
| 10Y | -74.4% | +314.1% | -388.5% | -95.9% |
| All | -97.9% | +3,091.8% | -3,189.7% | -100.0% |
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