+36.6%
UUP vs SPY
+690.3%
-653.7%
-22.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | -0.4% | +0.1% | -0.5% | -0.3% |
| 30D | 0.0% | +0.1% | -0.1% | 0.0% |
| 3M | +0.9% | +2.0% | -1.1% | +1.0% |
| 6M | +2.4% | +13.0% | -10.6% | +3.5% |
| YTD | +3.9% | +13.5% | -9.7% | +5.0% |
| 1Y | +5.4% | +20.0% | -14.5% | +7.0% |
| 3Y | +11.1% | +77.2% | -66.1% | +16.5% |
| 5Y | +31.7% | +81.9% | -50.2% | +39.1% |
| 10Y | +35.6% | +314.1% | -278.5% | +53.5% |
| All | +36.6% | +690.3% | -653.7% | +82.3% |
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