-58.1%
UPC vs SPY
+11.9%
-70.0%
-88.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.4% | -2.8% | -1.7% |
| 7D | +4.0% | -0.6% | +4.6% | +5.1% |
| 30D | -62.7% | -3.7% | -59.0% | -57.6% |
| 3M | -78.1% | -2.7% | -75.4% | -76.5% |
| 6M | -44.6% | +2.2% | -46.8% | -52.7% |
| YTD | -59.3% | +10.8% | -70.1% | -66.8% |
| 1Y | -58.1% | +11.2% | -69.3% | -65.4% |
| All | -58.1% | +11.9% | -70.0% | -65.4% |
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