+82.2%
SPYM vs UUUU
+88.5%
-6.3%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -6.3% | +5.7% | 0.0% |
| 7D | -2.0% | -5.0% | +3.0% | -1.5% |
| 30D | -1.6% | -7.8% | +6.1% | -1.0% |
| 3M | +4.7% | -0.4% | +5.2% | +4.3% |
| 6M | +12.6% | -32.9% | +45.5% | +15.4% |
| YTD | +11.8% | -6.3% | +18.0% | +9.4% |
| 1Y | +17.5% | +7.9% | +9.6% | +11.0% |
| 3Y | +77.0% | +85.2% | -8.2% | +49.0% |
| All | +82.2% | +88.5% | -6.3% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling