+1,556.9%
UMDD vs SPY
+855.9%
+701.0%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.8% | -1.8% |
| 7D | -2.3% | -0.4% | -1.9% | -1.1% |
| 30D | -12.1% | -1.4% | -10.7% | -8.0% |
| 3M | -3.8% | +3.7% | -7.5% | -13.9% |
| 6M | +18.1% | +13.0% | +5.1% | -18.2% |
| YTD | +29.6% | +12.4% | +17.2% | -7.8% |
| 1Y | +29.7% | +18.5% | +11.2% | -20.9% |
| 3Y | +80.6% | +77.6% | +3.0% | -64.7% |
| 5Y | +8.8% | +81.7% | -72.8% | -74.9% |
| 10Y | +176.0% | +319.7% | -143.7% | -92.2% |
| All | +1,556.9% | +855.9% | +701.0% | -95.1% |
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 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