+998.6%
SPUU vs SPY
+394.2%
+604.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | 0.0% |
| 7D | 0.0% | +0.1% | -0.1% | -0.2% |
| 30D | -0.5% | +0.1% | -0.5% | -0.5% |
| 3M | +2.2% | +2.0% | +0.2% | -1.2% |
| 6M | +23.2% | +13.0% | +10.1% | -2.2% |
| YTD | +23.3% | +13.5% | +9.8% | -2.7% |
| 1Y | +34.6% | +20.0% | +14.6% | -4.2% |
| 3Y | +146.9% | +77.2% | +69.7% | -14.6% |
| 5Y | +124.2% | +81.9% | +42.3% | -20.6% |
| 10Y | +773.1% | +314.1% | +459.1% | -24.4% |
| All | +998.6% | +394.2% | +604.4% | -30.1% |
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 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