-100.0%
UK vs SPY
+175.2%
-275.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | -0.1% |
| 7D | +2.3% | +0.1% | +2.2% | +2.2% |
| 30D | -4.5% | +0.1% | -4.6% | -4.5% |
| 3M | -35.6% | +2.0% | -37.6% | -36.1% |
| 6M | -60.7% | +13.0% | -73.7% | -62.6% |
| YTD | -68.0% | +13.5% | -81.6% | -69.6% |
| 1Y | -81.8% | +20.0% | -101.8% | -83.0% |
| 3Y | -94.6% | +77.2% | -171.8% | -95.6% |
| 5Y | -99.9% | +81.9% | -181.8% | -99.9% |
| All | -100.0% | +175.2% | -275.2% | -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