+196.8%
UPW vs SPY
+308.5%
-111.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | +0.3% |
| 7D | +1.9% | +3.3% | -1.4% | -1.6% |
| 30D | +8.7% | -2.7% | +11.4% | +11.6% |
| 3M | -0.2% | -1.7% | +1.5% | +1.3% |
| 6M | -7.9% | +3.1% | -11.0% | -12.0% |
| YTD | +1.8% | +11.9% | -10.1% | -11.8% |
| 1Y | -7.7% | +12.0% | -19.7% | -20.1% |
| 3Y | +92.1% | +78.2% | +13.9% | -6.5% |
| 5Y | +48.7% | +73.2% | -24.5% | -25.3% |
| All | +196.8% | +308.5% | -111.7% | -45.0% |
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