+289.8%
UVE vs SPY
+72.1%
+217.7%
-54.2%
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% | +0.2% |
| 7D | +3.9% | +2.6% | +1.3% | +2.6% |
| 30D | +4.0% | -2.0% | +6.0% | +4.9% |
| 3M | +14.6% | -2.8% | +17.4% | +15.9% |
| 6M | +24.5% | +2.1% | +22.3% | +22.3% |
| YTD | +45.5% | +11.5% | +34.0% | +36.0% |
| 1Y | +43.3% | +13.5% | +29.8% | +32.6% |
| 3Y | +234.2% | +77.7% | +156.5% | +137.1% |
| All | +289.8% | +72.1% | +217.7% | +180.6% |
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