-20.7%
UTI vs SPY
+14.6%
-35.3%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.3% | +1.5% |
| 7D | +0.8% | -0.7% | +1.5% | +1.4% |
| 30D | +16.5% | -1.0% | +17.5% | +17.4% |
| 3M | -47.1% | -0.3% | -46.8% | -46.9% |
| 6M | -39.8% | +7.3% | -47.1% | -43.7% |
| YTD | -14.5% | +13.3% | -27.9% | -24.0% |
| 1Y | -20.7% | +14.8% | -35.5% | -31.3% |
| All | -20.7% | +14.6% | -35.3% | -31.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling