+12.4%
UTWO vs SPY
+93.5%
-81.2%
-2.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.6% | +2.6% | -3.2% | -0.6% |
| 30D | +0.2% | -2.0% | +2.2% | +0.2% |
| 3M | -0.2% | -2.8% | +2.6% | -0.2% |
| 6M | +0.5% | +2.1% | -1.7% | +0.5% |
| YTD | +0.8% | +11.5% | -10.7% | +0.8% |
| 1Y | +1.4% | +13.5% | -12.1% | +1.4% |
| 3Y | +11.6% | +77.7% | -66.1% | +11.4% |
| All | +12.4% | +93.5% | -81.2% | +12.0% |
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