+32.8%
UTF vs SPY
+82.0%
-49.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.4% |
| 3M | +1.0% | +2.0% | -1.0% | -0.2% |
| 6M | +3.2% | +13.0% | -9.8% | -3.7% |
| YTD | +16.6% | +13.5% | +3.1% | +8.5% |
| 1Y | +10.1% | +20.0% | -9.8% | -0.7% |
| 3Y | +54.8% | +77.2% | -22.4% | +7.6% |
| All | +32.8% | +82.0% | -49.2% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling