-100.0%
UPC vs SPY
+107.9%
-207.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.4% |
| 7D | +9.3% | +3.3% | +6.0% | +7.6% |
| 30D | -64.2% | -2.7% | -61.5% | -63.7% |
| 3M | -74.8% | -1.7% | -73.0% | -74.6% |
| 6M | -41.2% | +3.1% | -44.2% | -41.8% |
| YTD | -59.8% | +11.9% | -71.7% | -60.6% |
| 1Y | -58.4% | +12.0% | -70.4% | -59.2% |
| 3Y | -99.8% | +78.2% | -177.9% | -99.8% |
| 5Y | -100.0% | +73.2% | -173.2% | -100.0% |
| All | -100.0% | +107.9% | -207.9% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling