-0.8%
UTEN vs SPY
+93.1%
-93.9%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.4% | -2.4% | -0.2% |
| 7D | +0.3% | +0.1% | +0.2% | +0.3% |
| 30D | +3.3% | -3.3% | +6.6% | +3.5% |
| 3M | -0.6% | -2.4% | +1.9% | -0.4% |
| 6M | -1.6% | +2.6% | -4.2% | -1.8% |
| YTD | -1.7% | +11.2% | -12.9% | -2.3% |
| 1Y | -1.6% | +13.4% | -15.0% | -2.4% |
| 3Y | +11.2% | +79.9% | -68.7% | +5.5% |
| All | -0.8% | +93.1% | -93.9% | -7.4% |
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