+356.7%
UXI vs SPY
+307.0%
+49.7%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.5% | -0.2% |
| 7D | +7.1% | +2.6% | +4.5% | +2.1% |
| 30D | +1.1% | -2.0% | +3.0% | +5.4% |
| 3M | -19.1% | -2.8% | -16.3% | -14.2% |
| 6M | -9.1% | +2.1% | -11.2% | -12.3% |
| YTD | +10.5% | +11.5% | -0.9% | -9.6% |
| 1Y | +15.0% | +13.5% | +1.5% | -9.0% |
| 3Y | +122.3% | +77.7% | +44.6% | -26.1% |
| 5Y | +50.9% | +72.6% | -21.7% | -43.5% |
| All | +356.7% | +307.0% | +49.7% | -63.4% |
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 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