+64.0%
UTZ vs SPY
+218.0%
-154.1%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.2% |
| 7D | -0.3% | -0.6% | +0.3% | -0.1% |
| 30D | -0.3% | -3.7% | +3.3% | +0.8% |
| 3M | +1.4% | -2.7% | +4.2% | +2.3% |
| 6M | +92.6% | +2.2% | +90.4% | +90.8% |
| YTD | +40.3% | +10.8% | +29.5% | +35.4% |
| 1Y | +46.7% | +11.2% | +35.5% | +41.4% |
| 3Y | +23.6% | +76.5% | -52.8% | +1.2% |
| 5Y | -3.7% | +72.9% | -76.6% | -22.1% |
| All | +64.0% | +218.0% | -154.1% | +26.0% |
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 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