+497.8%
UUUU vs SPY
+318.9%
+178.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.6% | -5.7% | -5.4% |
| 7D | -5.0% | -2.0% | -3.0% | -1.9% |
| 30D | -7.8% | -1.7% | -6.1% | -5.1% |
| 3M | -0.4% | +4.7% | -5.2% | -6.3% |
| 6M | -32.9% | +12.5% | -45.4% | -42.4% |
| YTD | -6.3% | +11.7% | -18.0% | -18.4% |
| 1Y | +7.9% | +17.5% | -9.6% | -12.5% |
| 3Y | +85.2% | +76.6% | +8.6% | -20.4% |
| 5Y | +97.0% | +82.0% | +14.9% | -13.1% |
| All | +497.8% | +318.9% | +178.9% | +12.8% |
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