+523.9%
UAN vs SPY
+322.5%
+201.4%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.7% |
| 7D | +3.9% | -0.8% | +4.6% | +4.6% |
| 30D | +13.7% | -1.1% | +14.7% | +14.7% |
| 3M | +25.8% | +3.9% | +22.0% | +21.1% |
| 6M | +14.5% | +13.6% | +0.9% | +0.2% |
| YTD | +44.3% | +12.7% | +31.7% | +26.7% |
| 1Y | +78.2% | +17.5% | +60.7% | +49.5% |
| 3Y | +134.6% | +76.9% | +57.7% | +25.4% |
| 5Y | +399.3% | +83.6% | +315.7% | +150.4% |
| All | +523.9% | +322.5% | +201.4% | +18.0% |
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