-99.7%
UZX vs SPY
+65.2%
-164.9%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.2% | -0.6% | -7.6% | -8.2% |
| 7D | -26.4% | -2.0% | -24.5% | -26.5% |
| 30D | -40.7% | -1.7% | -39.0% | -40.7% |
| 3M | -79.3% | +4.7% | -84.0% | -79.2% |
| 6M | -94.3% | +12.5% | -106.8% | -94.2% |
| YTD | -95.1% | +11.7% | -106.8% | -95.0% |
| 1Y | -96.1% | +17.5% | -113.5% | -95.9% |
| All | -99.7% | +65.2% | -164.9% | -99.6% |
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