+71.0%
UPW vs SPY
+78.7%
-7.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.9% | +2.7% |
| 7D | +4.2% | +0.5% | +3.7% | +3.8% |
| 30D | -1.0% | -0.9% | 0.0% | -0.4% |
| 3M | -1.1% | +3.9% | -4.9% | -3.8% |
| 6M | -14.9% | +14.5% | -29.4% | -23.2% |
| YTD | +0.5% | +12.9% | -12.5% | -8.5% |
| 1Y | +7.9% | +19.4% | -11.4% | -5.9% |
| 3Y | +71.0% | +78.5% | -7.4% | -8.2% |
| All | +71.0% | +78.7% | -7.7% | -8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling