-12.3%
UPAR vs SPY
+67.7%
-80.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.2% |
| 7D | -2.7% | +2.6% | -5.3% | -4.1% |
| 30D | -2.5% | -2.0% | -0.5% | -1.4% |
| 3M | -8.0% | -2.8% | -5.2% | -6.6% |
| 6M | -10.2% | +2.1% | -12.3% | -11.3% |
| YTD | -1.7% | +11.5% | -13.2% | -7.6% |
| 1Y | -1.6% | +13.5% | -15.0% | -8.3% |
| 3Y | +36.2% | +77.7% | -41.5% | -2.3% |
| All | -12.3% | +67.7% | -80.0% | -37.1% |
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