+282.9%
UTES vs SPY
+378.3%
-95.4%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +3.2% | +0.1% | +3.1% | +3.2% |
| 30D | +0.2% | +0.1% | +0.1% | +0.1% |
| 3M | -3.3% | +2.0% | -5.2% | -4.5% |
| 6M | -8.2% | +13.0% | -21.2% | -14.8% |
| YTD | -2.9% | +13.5% | -16.4% | -10.2% |
| 1Y | -2.0% | +20.0% | -22.0% | -12.3% |
| 3Y | +82.4% | +77.2% | +5.2% | +29.9% |
| 5Y | +85.9% | +81.9% | +4.0% | +28.7% |
| 10Y | +209.7% | +314.1% | -104.4% | +47.6% |
| All | +282.9% | +378.3% | -95.4% | +79.7% |
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 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