+189.6%
UWM vs SPY
+312.5%
-122.9%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.5% | -2.3% | -1.7% |
| 7D | -2.3% | -0.4% | -2.0% | -1.6% |
| 30D | -6.6% | -1.4% | -5.2% | -3.6% |
| 3M | +2.7% | +3.7% | -1.1% | -5.1% |
| 6M | +27.0% | +13.0% | +14.0% | -1.8% |
| YTD | +32.5% | +12.4% | +20.1% | +4.2% |
| 1Y | +40.8% | +18.5% | +22.3% | -0.5% |
| 3Y | +95.4% | +77.6% | +17.8% | -39.4% |
| 5Y | +13.7% | +81.7% | -68.0% | -62.8% |
| 10Y | +189.6% | +319.7% | -130.0% | -82.9% |
| All | +189.6% | +312.5% | -122.9% | -82.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling