+169.1%
UJB vs SPY
+671.0%
-501.9%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.1% |
| 7D | -0.4% | +0.1% | -0.5% | -0.5% |
| 30D | -0.4% | +0.1% | -0.4% | -0.4% |
| 3M | +0.2% | +2.0% | -1.8% | -1.0% |
| 6M | +0.6% | +13.0% | -12.4% | -6.1% |
| YTD | +1.3% | +13.5% | -12.3% | -5.8% |
| 1Y | +3.3% | +20.0% | -16.6% | -6.8% |
| 3Y | +35.4% | +77.2% | -41.8% | -2.6% |
| 5Y | +12.3% | +81.9% | -69.6% | -20.9% |
| 10Y | +74.9% | +314.1% | -239.2% | -16.5% |
| All | +169.1% | +671.0% | -501.9% | -7.0% |
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