+57.9%
UTF vs SPY
+77.4%
-19.5%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -1.3% | +0.1% | -1.4% | -1.4% |
| 30D | -1.3% | +0.1% | -1.4% | -1.3% |
| 3M | +1.0% | +2.0% | -1.0% | +0.1% |
| 6M | +3.2% | +13.0% | -9.8% | -2.0% |
| YTD | +16.6% | +13.5% | +3.1% | +10.4% |
| 1Y | +10.1% | +20.0% | -9.8% | +1.8% |
| All | +57.9% | +77.4% | -19.5% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling