+37.4%
UTMD vs SPY
+315.0%
-277.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.5% | -0.5% |
| 7D | +3.3% | +0.1% | +3.2% | +3.2% |
| 30D | -2.2% | -3.3% | +1.1% | -0.5% |
| 3M | +3.3% | -2.4% | +5.7% | +4.6% |
| 6M | +12.5% | +2.6% | +9.9% | +10.6% |
| YTD | +32.0% | +11.2% | +20.8% | +23.6% |
| 1Y | +29.4% | +13.4% | +16.0% | +19.7% |
| 3Y | -2.6% | +79.9% | -82.5% | -32.2% |
| 5Y | -22.0% | +72.2% | -94.2% | -44.8% |
| 10Y | +37.4% | +307.3% | -269.9% | -40.2% |
| All | +37.4% | +315.0% | -277.6% | -40.2% |
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