+197.8%
UTI vs SPY
+81.8%
+116.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.3% |
| 7D | +3.5% | +0.5% | +3.0% | +3.1% |
| 30D | -25.4% | -0.9% | -24.5% | -24.8% |
| 3M | -49.7% | +3.9% | -53.6% | -51.4% |
| 6M | -38.3% | +14.5% | -52.8% | -44.9% |
| YTD | -17.4% | +12.9% | -30.3% | -25.3% |
| 1Y | -21.5% | +19.4% | -40.9% | -32.1% |
| 3Y | +155.8% | +78.5% | +77.3% | +64.0% |
| 5Y | +197.8% | +81.8% | +116.0% | +81.7% |
| All | +197.8% | +81.8% | +116.0% | +81.7% |
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