+9.6%
UMDD vs SPY
+82.3%
-72.7%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.6% | -0.1% |
| 7D | -5.7% | -0.8% | -5.0% | -3.4% |
| 30D | -14.4% | -1.1% | -13.3% | -11.4% |
| 3M | -6.9% | +3.9% | -10.8% | -16.6% |
| 6M | +20.0% | +13.6% | +6.4% | -16.5% |
| YTD | +28.9% | +12.7% | +16.2% | -7.3% |
| 1Y | +22.8% | +17.5% | +5.3% | -21.1% |
| 3Y | +78.8% | +76.9% | +1.9% | -61.0% |
| All | +9.6% | +82.3% | -72.7% | -72.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling