-0.9%
UTEN vs SPY
+97.1%
-98.0%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.3% | 0.0% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -0.8% | +0.1% | -0.9% | -0.8% |
| 3M | -1.2% | +2.0% | -3.2% | -1.4% |
| 6M | -3.1% | +13.0% | -16.1% | -3.8% |
| YTD | -1.8% | +13.5% | -15.3% | -2.5% |
| 1Y | -0.5% | +20.0% | -20.4% | -1.5% |
| 3Y | +7.8% | +77.2% | -69.3% | +2.6% |
| All | -0.9% | +97.1% | -98.0% | -7.6% |
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