-83.7%
UPB vs SPY
+33.7%
-117.4%
-91.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.8% | +2.4% | +8.5% | +7.9% |
| 7D | +6.9% | +0.1% | +6.8% | +7.7% |
| 30D | -23.8% | -3.3% | -20.5% | -20.1% |
| 3M | -50.6% | -2.4% | -48.2% | -48.7% |
| 6M | -60.6% | +2.6% | -63.2% | -61.4% |
| YTD | -86.8% | +11.2% | -98.1% | -88.2% |
| 1Y | -84.4% | +13.4% | -97.8% | -86.3% |
| All | -83.7% | +33.7% | -117.4% | -85.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling