+416.4%
UXI vs SPY
+318.9%
+97.5%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -0.4% |
| 7D | -4.7% | -2.0% | -2.7% | -0.8% |
| 30D | -16.2% | -1.7% | -14.6% | -13.4% |
| 3M | -1.0% | +4.7% | -5.8% | -9.4% |
| 6M | -3.1% | +12.5% | -15.6% | -22.4% |
| YTD | +14.3% | +11.7% | +2.5% | -7.1% |
| 1Y | +19.2% | +17.5% | +1.8% | -12.0% |
| 3Y | +114.8% | +76.6% | +38.2% | -27.6% |
| 5Y | +63.9% | +82.0% | -18.2% | -44.9% |
| All | +416.4% | +318.9% | +97.5% | -57.9% |
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