-84.6%
UPB vs SPY
+33.2%
-117.8%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.2% | -5.1% |
| 7D | -0.3% | -0.6% | +0.3% | +1.3% |
| 30D | -28.1% | -3.7% | -24.4% | -24.2% |
| 3M | -54.6% | -2.7% | -51.8% | -52.6% |
| 6M | -62.8% | +2.2% | -65.0% | -63.4% |
| YTD | -87.6% | +10.8% | -98.4% | -88.8% |
| 1Y | -85.6% | +11.2% | -96.9% | -87.1% |
| All | -84.6% | +33.2% | -117.8% | -86.6% |
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 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