+72.2%
UJB vs SPY
+312.5%
-240.3%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.3% |
| 7D | -0.3% | -0.4% | 0.0% | -0.1% |
| 30D | -0.7% | -1.4% | +0.7% | +0.2% |
| 3M | +0.2% | +3.7% | -3.5% | -2.1% |
| 6M | +0.8% | +13.0% | -12.2% | -6.6% |
| YTD | +0.8% | +12.4% | -11.6% | -6.4% |
| 1Y | +2.9% | +18.5% | -15.6% | -7.6% |
| 3Y | +36.3% | +77.6% | -41.3% | -6.2% |
| 5Y | +12.1% | +81.7% | -69.6% | -24.6% |
| 10Y | +72.2% | +319.7% | -247.4% | -14.1% |
| All | +72.2% | +312.5% | -240.3% | -14.1% |
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