-85.2%
UPB vs SPY
+14.6%
-99.9%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.1% | +1.7% | +7.5% | +7.1% |
| 7D | +24.2% | -0.7% | +24.9% | +25.0% |
| 30D | -23.7% | -1.0% | -22.7% | -22.7% |
| 3M | -45.5% | -0.3% | -45.2% | -45.2% |
| 6M | -60.3% | +7.3% | -67.6% | -63.7% |
| YTD | -86.4% | +13.3% | -99.7% | -88.4% |
| 1Y | -85.2% | +14.8% | -100.0% | -87.6% |
| All | -85.2% | +14.6% | -99.9% | -87.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling