+460.8%
UVSP vs SPY
+1,027.3%
-566.6%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.0% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | -4.4% | +0.1% | -4.4% | -4.4% |
| 3M | +5.6% | +2.0% | +3.6% | +3.4% |
| 6M | +24.9% | +13.0% | +11.9% | +12.0% |
| YTD | +31.6% | +13.5% | +18.1% | +17.6% |
| 1Y | +36.0% | +20.0% | +16.1% | +15.9% |
| 3Y | +153.2% | +77.2% | +76.0% | +54.8% |
| 5Y | +83.2% | +81.9% | +1.3% | +7.8% |
| 10Y | +148.8% | +314.1% | -165.3% | -26.0% |
| All | +460.8% | +1,027.3% | -566.6% | -3.9% |
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