+375.8%
UXI vs SPY
+311.8%
+64.0%
-66.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.3% | +1.1% | -0.1% |
| 7D | +1.1% | -0.9% | +2.0% | +3.3% |
| 30D | +1.2% | -2.4% | +3.5% | +6.2% |
| 3M | -16.7% | -1.2% | -15.6% | -14.6% |
| 6M | -8.0% | +3.3% | -11.3% | -13.2% |
| YTD | +13.6% | +12.3% | +1.3% | -8.4% |
| 1Y | +14.7% | +12.4% | +2.2% | -7.6% |
| 3Y | +128.5% | +78.8% | +49.7% | -25.0% |
| 5Y | +58.2% | +75.2% | -17.0% | -42.5% |
| 10Y | +375.8% | +311.1% | +64.7% | -62.4% |
| All | +375.8% | +311.8% | +64.0% | -62.4% |
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