+64.3%
UTZ vs SPY
+225.2%
-160.9%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.7% | -0.6% |
| 7D | -0.1% | -0.7% | +0.6% | +0.2% |
| 30D | 0.0% | -1.0% | +1.0% | +0.3% |
| 3M | +1.7% | -0.3% | +2.0% | +1.7% |
| 6M | +88.2% | +7.3% | +80.9% | +83.6% |
| YTD | +40.6% | +13.3% | +27.3% | +34.8% |
| 1Y | +45.3% | +14.8% | +30.5% | +38.6% |
| 3Y | +22.7% | +82.9% | -60.2% | -0.7% |
| 5Y | +0.7% | +75.6% | -74.9% | -19.0% |
| All | +64.3% | +225.2% | -160.9% | +25.4% |
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