+157.4%
UJB vs SPY
+659.8%
-502.5%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.7% |
| 7D | -0.9% | +3.3% | -4.2% | -2.7% |
| 30D | +0.5% | -2.7% | +3.2% | +1.9% |
| 3M | -4.7% | -1.7% | -3.0% | -3.9% |
| 6M | -3.7% | +3.1% | -6.7% | -5.5% |
| YTD | -3.1% | +11.9% | -15.0% | -9.3% |
| 1Y | -1.6% | +12.0% | -13.6% | -7.9% |
| 3Y | +31.4% | +78.2% | -46.7% | -5.9% |
| 5Y | +8.8% | +73.2% | -64.4% | -21.5% |
| 10Y | +66.6% | +309.6% | -243.1% | -20.0% |
| All | +157.4% | +659.8% | -502.5% | -10.5% |
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 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