-19.9%
UG vs SPY
+311.3%
-331.3%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.3% | -0.1% |
| 7D | -0.1% | +0.5% | -0.7% | -0.3% |
| 30D | -2.3% | -0.9% | -1.4% | -2.0% |
| 3M | +7.3% | +3.9% | +3.4% | +5.8% |
| 6M | +17.1% | +14.5% | +2.6% | +11.6% |
| YTD | +24.3% | +12.9% | +11.4% | +19.1% |
| 1Y | -9.4% | +19.4% | -28.7% | -14.8% |
| 3Y | +10.8% | +78.5% | -67.7% | -10.1% |
| 5Y | -37.6% | +81.8% | -119.4% | -50.2% |
| 10Y | -19.9% | +311.5% | -331.5% | -56.4% |
| All | -19.9% | +311.3% | -331.3% | -56.4% |
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