+74.9%
UAUG vs SPY
+196.7%
-121.8%
-13.9%
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 | +0.3% | +0.5% | -0.2% | +0.1% |
| 30D | -0.1% | -0.9% | +0.9% | +0.3% |
| 3M | +2.9% | +3.9% | -1.0% | +1.3% |
| 6M | +7.9% | +14.5% | -6.6% | +2.0% |
| YTD | +7.7% | +12.9% | -5.3% | +2.4% |
| 1Y | +10.7% | +19.4% | -8.7% | +2.9% |
| 3Y | +46.6% | +78.5% | -31.8% | +16.2% |
| 5Y | +49.2% | +81.8% | -32.5% | +16.5% |
| All | +74.9% | +196.7% | -121.8% | +11.1% |
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