+124.7%
UYM vs SPY
+656.2%
-531.5%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -1.5% |
| 7D | -6.2% | -0.4% | -5.8% | -5.5% |
| 30D | -7.5% | -1.4% | -6.1% | -4.7% |
| 3M | +0.5% | +3.7% | -3.2% | -7.5% |
| 6M | +2.4% | +13.0% | -10.6% | -22.1% |
| YTD | +22.0% | +12.4% | +9.6% | -5.9% |
| 1Y | +21.9% | +18.5% | +3.3% | -16.6% |
| 3Y | +33.3% | +77.6% | -44.3% | -63.1% |
| 5Y | +31.3% | +81.7% | -50.4% | -63.9% |
| 10Y | +201.5% | +319.7% | -118.1% | -86.2% |
| All | +124.7% | +656.2% | -531.5% | -94.9% |
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