+341,700.6%
UVE vs SPY
+1,051.6%
+340,649.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | +3.9% | +2.6% | +1.3% | +1.7% |
| 30D | +4.0% | -2.0% | +6.0% | +5.4% |
| 3M | +14.6% | -2.8% | +17.4% | +16.7% |
| 6M | +24.5% | +2.1% | +22.3% | +21.0% |
| YTD | +45.5% | +11.5% | +34.0% | +31.2% |
| 1Y | +43.3% | +13.5% | +29.8% | +27.4% |
| 3Y | +234.2% | +77.7% | +156.5% | +101.5% |
| 5Y | +283.8% | +72.6% | +211.2% | +133.3% |
| 10Y | +214.2% | +308.2% | -93.9% | -7.8% |
| All | +341,700.6% | +1,051.6% | +340,649.0% | +66,218.9% |
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