+93.6%
UUU vs SPY
+322.5%
-228.8%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.9% | +0.7% | +0.9% |
| 7D | +1.9% | -0.8% | +2.7% | +2.4% |
| 30D | +51.1% | -1.1% | +52.2% | +51.9% |
| 3M | -11.8% | +3.9% | -15.7% | -14.5% |
| 6M | -2.2% | +13.6% | -15.8% | -11.4% |
| YTD | +4.3% | +12.7% | -8.4% | -4.3% |
| 1Y | +16.4% | +17.5% | -1.1% | +4.2% |
| 3Y | +157.6% | +76.9% | +80.7% | +64.2% |
| 5Y | +7.7% | +83.6% | -75.8% | -33.2% |
| All | +93.6% | +322.5% | -228.8% | -29.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling