+12.0%
UTWO vs SPY
+95.6%
-83.6%
-2.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -0.9% | -0.1% |
| 7D | -0.4% | -0.8% | +0.4% | -0.4% |
| 30D | -0.4% | -1.1% | +0.6% | -0.4% |
| 3M | -0.1% | +3.9% | -3.9% | -0.1% |
| 6M | +0.1% | +13.6% | -13.5% | +0.1% |
| YTD | +0.4% | +12.7% | -12.3% | +0.4% |
| 1Y | +1.5% | +17.5% | -16.0% | +1.6% |
| 3Y | +11.8% | +76.9% | -65.1% | +11.7% |
| All | +12.0% | +95.6% | -83.6% | +11.7% |
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 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