+208.8%
UTES vs SPY
+311.3%
-102.5%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.5% |
| 7D | +4.1% | +0.5% | +3.6% | +3.8% |
| 30D | +0.7% | -0.9% | +1.6% | +1.3% |
| 3M | -0.4% | +3.9% | -4.2% | -2.8% |
| 6M | -5.1% | +14.5% | -19.6% | -13.0% |
| YTD | -1.7% | +12.9% | -14.6% | -9.1% |
| 1Y | +0.2% | +19.4% | -19.2% | -10.5% |
| 3Y | +82.1% | +78.5% | +3.7% | +26.9% |
| 5Y | +87.2% | +81.8% | +5.4% | +27.1% |
| 10Y | +208.8% | +311.5% | -102.7% | +33.3% |
| All | +208.8% | +311.3% | -102.5% | +33.3% |
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