+209.0%
UAN vs SPY
+645.0%
-436.0%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.6% |
| 7D | -0.6% | -0.4% | -0.2% | -0.3% |
| 30D | +13.8% | -1.4% | +15.2% | +15.1% |
| 3M | +19.8% | +3.7% | +16.1% | +15.5% |
| 6M | +23.8% | +13.0% | +10.8% | +9.4% |
| YTD | +41.5% | +12.4% | +29.1% | +25.1% |
| 1Y | +75.9% | +18.5% | +57.4% | +47.4% |
| 3Y | +135.4% | +77.6% | +57.8% | +30.6% |
| 5Y | +395.1% | +81.7% | +313.4% | +163.8% |
| 10Y | +495.3% | +319.7% | +175.7% | +51.1% |
| All | +209.0% | +645.0% | -436.0% | -52.1% |
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