+2,792.9%
UPBD vs SPY
+2,735.0%
+57.9%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.2% | +1.2% |
| 7D | +4.7% | -0.9% | +5.6% | +5.3% |
| 30D | +64.1% | -2.4% | +66.4% | +67.0% |
| 3M | +35.7% | -1.2% | +36.8% | +36.4% |
| 6M | +47.1% | +3.3% | +43.8% | +42.0% |
| YTD | +54.0% | +12.3% | +41.7% | +37.6% |
| 1Y | +57.8% | +12.4% | +45.3% | +40.8% |
| 3Y | +7.8% | +78.8% | -71.0% | -37.1% |
| 5Y | -25.9% | +75.2% | -101.1% | -54.9% |
| 10Y | +221.3% | +311.1% | -89.8% | -6.1% |
| All | +2,792.9% | +2,735.0% | +57.9% | +92.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling