+1,040.0%
SPYG vs UUUU
-92.0%
+1,131.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | +0.3% | +1.8% | -1.5% | +0.2% |
| 30D | -1.7% | +1.8% | -3.5% | -1.9% |
| 3M | +3.6% | +1.3% | +2.4% | +3.3% |
| 6M | +16.6% | -26.8% | +43.4% | +18.2% |
| YTD | +13.4% | +0.1% | +13.3% | +11.7% |
| 1Y | +19.6% | +11.2% | +8.4% | +15.9% |
| 3Y | +99.8% | +97.7% | +2.1% | +81.9% |
| 5Y | +85.0% | +127.3% | -42.4% | +63.4% |
| 10Y | +422.1% | +532.6% | -110.5% | +310.2% |
| All | +1,040.0% | -92.0% | +1,131.9% | +794.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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