-100.0%
UPC vs SPY
+106.7%
-206.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.1% | +2.4% | +12.7% | +13.9% |
| 7D | +8.8% | +0.1% | +8.8% | +8.9% |
| 30D | -61.4% | -3.3% | -58.1% | -60.8% |
| 3M | -71.2% | -2.4% | -68.8% | -70.9% |
| 6M | -42.9% | +2.6% | -45.4% | -43.3% |
| YTD | -58.0% | +11.2% | -69.2% | -58.7% |
| 1Y | -57.6% | +13.4% | -70.9% | -58.3% |
| 3Y | -99.8% | +79.9% | -179.7% | -99.8% |
| 5Y | -100.0% | +72.2% | -172.2% | -100.0% |
| All | -100.0% | +106.7% | -206.7% | -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