-68.9%
UUUG vs SPY
+10.7%
-79.6%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +5.5% |
| 7D | +5.3% | +0.5% | +4.8% | +1.4% |
| 30D | +2.6% | -0.9% | +3.5% | +9.9% |
| 3M | -20.9% | +3.9% | -24.8% | -32.6% |
| 6M | -59.8% | +14.5% | -74.3% | -77.7% |
| All | -68.9% | +10.7% | -79.6% | -80.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling