+23.9%
UUU vs SPY
+3,091.8%
-3,067.9%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | +5.6% | +0.1% | +5.5% | +5.5% |
| 30D | +45.9% | +0.1% | +45.8% | +45.6% |
| 3M | -25.7% | +2.0% | -27.7% | -26.6% |
| 6M | +7.3% | +13.0% | -5.7% | +0.5% |
| YTD | +2.3% | +13.5% | -11.2% | -3.9% |
| 1Y | -14.0% | +20.0% | -33.9% | -21.2% |
| 3Y | +148.8% | +77.2% | +71.6% | +84.3% |
| 5Y | -0.3% | +81.9% | -82.2% | -27.0% |
| 10Y | +87.7% | +314.1% | -226.3% | -5.3% |
| All | +23.9% | +3,091.8% | -3,067.9% | -86.3% |
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