-28.3%
UPBD vs SPY
+76.5%
-104.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.5% | -1.4% | -1.3% |
| 7D | -3.7% | -0.4% | -3.3% | -3.3% |
| 30D | -5.8% | -1.4% | -4.4% | -4.1% |
| 3M | -2.0% | +3.7% | -5.7% | -6.1% |
| 6M | -0.9% | +13.0% | -13.9% | -14.6% |
| YTD | +7.6% | +12.4% | -4.8% | -6.3% |
| 1Y | -22.4% | +18.5% | -41.0% | -36.3% |
| All | -28.3% | +76.5% | -104.9% | -65.2% |
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