+93.0%
UVSP vs SPY
+79.8%
+13.3%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +1.3% |
| 7D | +1.2% | -2.0% | +3.2% | +2.8% |
| 30D | -0.3% | -1.7% | +1.3% | +0.9% |
| 3M | +2.4% | +4.7% | -2.3% | -1.4% |
| 6M | +29.4% | +12.5% | +16.9% | +17.7% |
| YTD | +32.3% | +11.7% | +20.6% | +21.0% |
| 1Y | +40.6% | +17.5% | +23.1% | +23.7% |
| 3Y | +165.9% | +76.6% | +89.4% | +75.3% |
| 5Y | +93.0% | +82.0% | +11.0% | +23.7% |
| All | +93.0% | +79.8% | +13.3% | +23.7% |
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