+191.8%
UYM vs SPY
+322.5%
-130.7%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.4% | -1.2% |
| 7D | -6.0% | -0.8% | -5.2% | -4.6% |
| 30D | -6.8% | -1.1% | -5.8% | -4.9% |
| 3M | -2.8% | +3.9% | -6.7% | -10.0% |
| 6M | +1.3% | +13.6% | -12.3% | -20.9% |
| YTD | +19.9% | +12.7% | +7.2% | -4.7% |
| 1Y | +14.5% | +17.5% | -3.0% | -16.1% |
| 3Y | +29.6% | +76.9% | -47.3% | -57.2% |
| 5Y | +29.7% | +83.6% | -53.9% | -57.9% |
| All | +191.8% | +322.5% | -130.7% | -79.1% |
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