+308,836.5%
UVE vs SPY
+1,066.4%
+307,770.1%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.1% |
| 7D | +0.4% | +0.5% | -0.1% | 0.0% |
| 30D | -0.6% | -0.9% | +0.4% | +0.2% |
| 3M | +20.5% | +3.9% | +16.6% | +16.2% |
| 6M | +25.7% | +14.5% | +11.2% | +11.7% |
| YTD | +31.5% | +12.9% | +18.5% | +17.9% |
| 1Y | +80.3% | +19.4% | +60.9% | +54.4% |
| 3Y | +290.0% | +78.5% | +211.5% | +135.3% |
| 5Y | +300.8% | +81.8% | +219.1% | +133.9% |
| 10Y | +151.9% | +311.5% | -159.6% | -26.3% |
| All | +308,836.5% | +1,066.4% | +307,770.1% | +59,467.8% |
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