-91.9%
UUUU vs SPY
+683.3%
-775.3%
-99.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.6% | +1.7% |
| 7D | +2.8% | +0.5% | +2.3% | +2.1% |
| 30D | +3.4% | -0.9% | +4.3% | +4.8% |
| 3M | -3.9% | +3.9% | -7.8% | -7.4% |
| 6M | -23.2% | +14.5% | -37.7% | -33.3% |
| YTD | +0.6% | +12.9% | -12.4% | -10.9% |
| 1Y | +22.9% | +19.4% | +3.5% | +2.2% |
| 3Y | +98.6% | +78.5% | +20.2% | +2.2% |
| 5Y | +130.2% | +81.8% | +48.5% | +24.6% |
| 10Y | +519.5% | +311.5% | +208.0% | +51.7% |
| All | -91.9% | +683.3% | -775.3% | -98.4% |
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