+959.7%
UXI vs SPY
+660.9%
+298.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.6% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -12.4% | +0.1% | -12.4% | -12.4% |
| 3M | -2.9% | +2.0% | -4.8% | -6.3% |
| 6M | -4.7% | +13.0% | -17.7% | -24.1% |
| YTD | +20.8% | +13.5% | +7.3% | -4.5% |
| 1Y | +25.7% | +20.0% | +5.8% | -10.5% |
| 3Y | +114.0% | +77.2% | +36.8% | -26.6% |
| 5Y | +64.9% | +81.9% | -17.0% | -42.9% |
| 10Y | +426.1% | +314.1% | +112.0% | -54.7% |
| All | +959.7% | +660.9% | +298.8% | -57.1% |
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