+895.7%
UTI vs SPY
+311.8%
+583.9%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -2.0% |
| 7D | +3.0% | -0.9% | +3.9% | +4.2% |
| 30D | +10.3% | -2.4% | +12.6% | +12.9% |
| 3M | -9.8% | -1.2% | -8.6% | -8.5% |
| 6M | -37.4% | +3.3% | -40.7% | -39.0% |
| YTD | -12.0% | +12.3% | -24.3% | -20.1% |
| 1Y | -22.8% | +12.4% | -35.2% | -29.8% |
| 3Y | +140.8% | +78.8% | +62.0% | +49.2% |
| 5Y | +219.0% | +75.2% | +143.8% | +99.0% |
| 10Y | +895.7% | +311.1% | +584.6% | +208.5% |
| All | +895.7% | +311.8% | +583.9% | +208.5% |
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 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