+787.1%
UTI vs SPY
+312.5%
+474.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.0% |
| 7D | +1.8% | -0.4% | +2.1% | +2.1% |
| 30D | -20.3% | -1.4% | -18.9% | -19.3% |
| 3M | -45.8% | +3.7% | -49.5% | -47.6% |
| 6M | -39.5% | +13.0% | -52.5% | -45.6% |
| YTD | -18.5% | +12.4% | -30.9% | -26.5% |
| 1Y | -23.5% | +18.5% | -42.0% | -33.9% |
| 3Y | +152.3% | +77.6% | +74.6% | +55.2% |
| 5Y | +210.8% | +81.7% | +129.1% | +85.3% |
| 10Y | +787.1% | +319.7% | +467.4% | +102.9% |
| All | +787.1% | +312.5% | +474.6% | +102.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling