+2.7%
UTZ vs SPY
+77.4%
-74.7%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | +0.1% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +0.6% | +0.1% | +0.6% | +0.6% |
| 3M | +110.9% | +2.0% | +108.9% | +109.2% |
| 6M | +67.3% | +13.0% | +54.3% | +61.4% |
| YTD | +39.3% | +13.5% | +25.8% | +34.3% |
| 1Y | +7.1% | +20.0% | -12.9% | +2.0% |
| All | +2.7% | +77.4% | -74.7% | -18.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling