-72.9%
UPB vs SPY
+35.1%
-108.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.3% | -3.2% |
| 7D | -8.0% | -0.4% | -7.7% | -7.7% |
| 30D | -19.9% | -1.4% | -18.5% | -18.6% |
| 3M | -10.9% | +3.7% | -14.6% | -14.5% |
| 6M | -26.1% | +13.0% | -39.1% | -35.8% |
| YTD | -78.0% | +12.4% | -90.4% | -80.8% |
| 1Y | -67.3% | +18.5% | -85.9% | -73.0% |
| All | -72.9% | +35.1% | -108.0% | -77.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling