+1,934.9%
UTMD vs SPY
+826.9%
+1,108.0%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.6% |
| 7D | +6.1% | -2.7% | +8.8% | +7.1% |
| 30D | -1.7% | -5.4% | +3.7% | +0.1% |
| 3M | +3.7% | -4.1% | +7.8% | +5.0% |
| 6M | +13.1% | +0.7% | +12.4% | +12.7% |
| YTD | +30.8% | +8.7% | +22.2% | +27.0% |
| 1Y | +27.2% | +10.9% | +16.3% | +22.6% |
| 3Y | -4.5% | +75.0% | -79.5% | -21.2% |
| 5Y | -23.5% | +67.8% | -91.3% | -36.4% |
| 10Y | +46.3% | +312.9% | -266.6% | -4.8% |
| All | +1,934.9% | +826.9% | +1,108.0% | +971.5% |
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 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