+165.4%
UWM vs SPY
+315.0%
-149.6%
-71.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | +2.4% | +4.1% | +1.2% |
| 7D | +1.9% | +0.1% | +1.8% | +2.1% |
| 30D | +1.6% | -3.3% | +4.9% | +10.0% |
| 3M | -13.7% | -2.4% | -11.2% | -8.4% |
| 6M | -4.4% | +2.6% | -6.9% | -8.6% |
| YTD | +23.8% | +11.2% | +12.6% | +0.1% |
| 1Y | +27.8% | +13.4% | +14.4% | -0.5% |
| 3Y | +123.4% | +79.9% | +43.5% | -32.5% |
| 5Y | -8.3% | +72.2% | -80.5% | -66.1% |
| 10Y | +165.4% | +307.3% | -141.9% | -81.8% |
| All | +165.4% | +315.0% | -149.6% | -81.8% |
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 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