+469.1%
UPW vs SPY
+655.5%
-186.4%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -1.0% | -1.2% |
| 7D | +0.9% | -0.9% | +1.8% | +1.8% |
| 30D | +10.5% | -2.4% | +12.8% | +13.2% |
| 3M | +0.4% | -1.2% | +1.5% | +1.3% |
| 6M | -7.4% | +3.3% | -10.7% | -12.2% |
| YTD | +1.8% | +12.3% | -10.5% | -13.6% |
| 1Y | -7.2% | +12.4% | -19.7% | -21.4% |
| 3Y | +92.2% | +78.8% | +13.4% | -11.9% |
| 5Y | +48.4% | +75.2% | -26.8% | -30.5% |
| 10Y | +192.6% | +311.1% | -118.5% | -54.1% |
| All | +469.1% | +655.5% | -186.4% | -57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling