-1.0%
UTEN vs SPY
+96.0%
-97.0%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +0.1% | +0.5% | -0.5% | 0.0% |
| 30D | -0.8% | -0.9% | +0.2% | -0.7% |
| 3M | -0.7% | +3.9% | -4.6% | -0.9% |
| 6M | -2.9% | +14.5% | -17.4% | -3.6% |
| YTD | -1.9% | +12.9% | -14.8% | -2.6% |
| 1Y | -1.6% | +19.4% | -20.9% | -2.6% |
| 3Y | +8.3% | +78.5% | -70.1% | +2.9% |
| All | -1.0% | +96.0% | -97.0% | -7.7% |
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