+51.9%
UMAY vs SPY
+192.8%
-140.9%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +0.3% | +0.5% | -0.2% | +0.1% |
| 30D | 0.0% | -0.9% | +1.0% | +0.4% |
| 3M | +2.6% | +3.9% | -1.3% | +0.9% |
| 6M | +5.4% | +14.5% | -9.1% | -0.5% |
| YTD | +5.8% | +12.9% | -7.2% | +0.4% |
| 1Y | +8.4% | +19.4% | -10.9% | +0.5% |
| 3Y | +37.6% | +78.5% | -40.9% | +7.9% |
| 5Y | +36.5% | +81.8% | -45.2% | +4.6% |
| All | +51.9% | +192.8% | -140.9% | +0.7% |
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