+4.3%
UTI vs SPY
+976.7%
-972.4%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.1% |
| 7D | +4.2% | +0.1% | +4.1% | +4.1% |
| 30D | -47.6% | +0.1% | -47.7% | -47.6% |
| 3M | -50.6% | +2.0% | -52.5% | -51.6% |
| 6M | -38.0% | +13.0% | -51.0% | -44.6% |
| YTD | -15.0% | +13.5% | -28.6% | -24.3% |
| 1Y | -18.7% | +20.0% | -38.6% | -30.8% |
| 3Y | +176.1% | +77.2% | +98.9% | +66.3% |
| 5Y | +216.2% | +81.9% | +134.4% | +83.7% |
| 10Y | +828.9% | +314.1% | +514.8% | +157.1% |
| All | +4.3% | +976.7% | -972.4% | -86.9% |
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 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