-25.9%
UPBD vs SPY
+74.6%
-100.5%
-64.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +0.9% |
| 7D | +4.7% | -0.9% | +5.6% | +5.4% |
| 30D | +64.1% | -2.4% | +66.4% | +67.8% |
| 3M | +35.7% | -1.2% | +36.8% | +36.5% |
| 6M | +47.1% | +3.3% | +43.8% | +39.9% |
| YTD | +54.0% | +12.3% | +41.7% | +31.9% |
| 1Y | +57.8% | +12.4% | +45.3% | +34.9% |
| 3Y | +7.8% | +78.8% | -71.0% | -49.1% |
| 5Y | -25.9% | +75.2% | -101.1% | -65.2% |
| All | -25.9% | +74.6% | -100.5% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling