-56.4%
UPC vs SPY
+13.0%
-69.3%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | -3.9% |
| 7D | +6.8% | -0.9% | +7.7% | +10.2% |
| 30D | -62.0% | -2.4% | -59.6% | -59.2% |
| 3M | -73.6% | -1.2% | -72.4% | -73.6% |
| 6M | -40.8% | +3.3% | -44.0% | -51.9% |
| YTD | -58.8% | +12.3% | -71.1% | -68.1% |
| 1Y | -56.4% | +12.4% | -68.8% | -65.8% |
| All | -56.4% | +13.0% | -69.3% | -65.8% |
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