-1.9%
UZE vs SPY
+124.4%
-126.3%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.3% | 0.0% |
| 7D | -1.6% | -0.4% | -1.2% | -1.5% |
| 30D | +1.4% | -1.4% | +2.8% | +2.0% |
| 3M | +0.2% | +3.7% | -3.5% | -1.4% |
| 6M | -6.7% | +13.0% | -19.7% | -11.7% |
| YTD | -1.7% | +12.4% | -14.1% | -6.8% |
| 1Y | -5.3% | +18.5% | -23.8% | -12.4% |
| 3Y | +25.2% | +77.6% | -52.4% | -6.7% |
| 5Y | -10.8% | +81.7% | -92.5% | -36.1% |
| All | -1.9% | +124.4% | -126.3% | -32.5% |
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