+8.0%
UPC vs SPY
+20.8%
-12.8%
-76.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.4% | -6.5% | -5.1% |
| 7D | -17.8% | +0.1% | -17.9% | -18.2% |
| 30D | -34.6% | +0.1% | -34.6% | -35.1% |
| 3M | +21.2% | +2.0% | +19.2% | +3.1% |
| 6M | +52.7% | +13.0% | +39.6% | +13.7% |
| YTD | +5.8% | +13.5% | -7.8% | -21.2% |
| 1Y | +8.0% | +20.0% | -11.9% | -21.7% |
| All | +8.0% | +20.8% | -12.8% | -21.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling