+37.6%
UVV vs SPY
+322.5%
-284.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.7% |
| 7D | -0.9% | -0.8% | -0.2% | -0.6% |
| 30D | -0.1% | -1.1% | +1.0% | +0.4% |
| 3M | -13.8% | +3.9% | -17.6% | -15.6% |
| 6M | -10.8% | +13.6% | -24.4% | -16.7% |
| YTD | -10.2% | +12.7% | -22.9% | -15.9% |
| 1Y | -14.3% | +17.5% | -31.8% | -21.7% |
| 3Y | +15.7% | +76.9% | -61.2% | -16.5% |
| 5Y | +25.1% | +83.6% | -58.5% | -13.1% |
| All | +37.6% | +322.5% | -284.8% | -48.2% |
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