+659.5%
UTF vs SPY
+896.7%
-237.3%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.2% | +1.5% |
| 7D | -3.2% | -4.7% | +1.5% | +0.7% |
| 30D | +1.5% | -5.9% | +7.4% | +6.6% |
| 3M | -3.6% | -4.5% | +0.9% | 0.0% |
| 6M | -1.6% | +1.8% | -3.4% | -3.7% |
| YTD | +13.9% | +8.3% | +5.5% | +5.5% |
| 1Y | +17.1% | +9.3% | +7.8% | +7.6% |
| 3Y | +52.8% | +74.9% | -22.0% | -9.0% |
| 5Y | +32.7% | +67.3% | -34.6% | -19.2% |
| 10Y | +191.0% | +311.6% | -120.5% | -20.7% |
| All | +659.5% | +896.7% | -237.3% | -4.4% |
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