+2,772.3%
UPBD vs SPY
+2,714.7%
+57.6%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | -0.4% | +5.4% | +5.4% |
| 7D | +3.5% | +2.6% | +0.9% | +1.0% |
| 30D | +62.5% | -2.0% | +64.5% | +64.8% |
| 3M | +30.7% | -2.8% | +33.5% | +33.6% |
| 6M | +52.1% | +2.1% | +49.9% | +48.3% |
| YTD | +52.9% | +11.5% | +41.4% | +37.6% |
| 1Y | +61.2% | +13.5% | +47.7% | +42.6% |
| 3Y | +7.5% | +77.7% | -70.2% | -36.9% |
| 5Y | -27.3% | +72.6% | -99.9% | -55.2% |
| 10Y | +219.0% | +308.2% | -89.1% | -6.2% |
| All | +2,772.3% | +2,714.7% | +57.6% | +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