+448.9%
UPW vs SPY
+664.0%
-215.1%
-77.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.1% | +0.2% |
| 7D | +1.3% | +0.1% | +1.2% | +1.1% |
| 30D | -3.6% | +0.1% | -3.6% | -3.7% |
| 3M | -5.0% | +2.0% | -7.0% | -8.0% |
| 6M | -18.7% | +13.0% | -31.7% | -31.0% |
| YTD | -1.8% | +13.5% | -15.4% | -17.4% |
| 1Y | +2.5% | +20.0% | -17.4% | -19.6% |
| 3Y | +69.7% | +77.2% | -7.5% | -20.8% |
| 5Y | +34.3% | +81.9% | -47.5% | -39.8% |
| 10Y | +148.5% | +314.1% | -165.6% | -61.1% |
| All | +448.9% | +664.0% | -215.1% | -58.9% |
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