+59.8%
UJUN vs SPY
+209.0%
-149.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.3% | +0.2% |
| 7D | -0.3% | -0.8% | +0.4% | 0.0% |
| 30D | -0.5% | -1.1% | +0.5% | -0.1% |
| 3M | +2.2% | +3.9% | -1.7% | +0.6% |
| 6M | +4.0% | +13.6% | -9.6% | -1.4% |
| YTD | +4.5% | +12.7% | -8.2% | -0.6% |
| 1Y | +6.9% | +17.5% | -10.6% | -0.2% |
| 3Y | +35.6% | +76.9% | -41.3% | +7.3% |
| 5Y | +35.2% | +83.6% | -48.4% | +4.3% |
| All | +59.8% | +209.0% | -149.1% | -1.1% |
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