+12.2%
UUU vs SPY
+79.4%
-67.2%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.3% | -2.7% |
| 7D | -29.3% | -0.4% | -28.9% | -29.2% |
| 30D | -25.9% | -1.0% | -24.9% | -25.8% |
| 3M | -38.9% | +3.5% | -42.4% | -39.5% |
| 6M | -37.6% | +7.8% | -45.4% | -39.0% |
| YTD | -27.5% | +12.3% | -39.8% | -29.9% |
| 1Y | -28.6% | +14.4% | -43.0% | -31.2% |
| All | +12.2% | +79.4% | -67.2% | -20.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling