-99.6%
UZX vs SPY
+67.0%
-166.6%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.5% | -2.0% | -2.5% |
| 7D | -2.5% | +0.5% | -3.1% | -2.5% |
| 30D | -48.9% | -0.9% | -48.0% | -48.9% |
| 3M | -76.3% | +3.9% | -80.2% | -76.3% |
| 6M | -92.6% | +14.5% | -107.1% | -92.4% |
| YTD | -93.6% | +12.9% | -106.5% | -93.5% |
| 1Y | -94.7% | +19.4% | -114.0% | -94.5% |
| All | -99.6% | +67.0% | -166.6% | -99.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling