-87.4%
UPB vs SPY
+34.0%
-121.3%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.4% | -2.4% | -2.3% |
| 7D | -13.9% | +2.6% | -16.5% | -16.5% |
| 30D | -18.7% | -2.0% | -16.7% | -16.1% |
| 3M | -59.8% | -2.8% | -57.0% | -58.1% |
| 6M | -70.3% | +2.1% | -72.4% | -70.8% |
| YTD | -89.8% | +11.5% | -101.2% | -90.9% |
| 1Y | -88.1% | +13.5% | -101.6% | -89.6% |
| All | -87.4% | +34.0% | -121.3% | -89.1% |
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