+529.2%
UVV vs SPY
+3,074.3%
-2,545.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.5% |
| 7D | -1.0% | +0.5% | -1.5% | -1.3% |
| 30D | -10.1% | -0.9% | -9.2% | -9.7% |
| 3M | -12.0% | +3.9% | -15.9% | -14.1% |
| 6M | -10.9% | +14.5% | -25.4% | -18.1% |
| YTD | -9.2% | +12.9% | -22.1% | -15.9% |
| 1Y | -12.4% | +19.4% | -31.8% | -21.7% |
| 3Y | +18.0% | +78.5% | -60.5% | -17.9% |
| 5Y | +22.8% | +81.8% | -58.9% | -16.9% |
| 10Y | +33.0% | +311.5% | -278.5% | -46.2% |
| All | +529.2% | +3,074.3% | -2,545.1% | -22.5% |
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