+39.0%
UG vs SPY
+78.1%
-39.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | +26.1% | +2.6% | +23.5% | +25.2% |
| 30D | +21.4% | -2.0% | +23.4% | +21.8% |
| 3M | +18.0% | -2.8% | +20.8% | +18.6% |
| 6M | +25.6% | +2.1% | +23.5% | +24.5% |
| YTD | +47.7% | +11.5% | +36.2% | +42.8% |
| 1Y | +47.5% | +13.5% | +34.0% | +41.8% |
| 3Y | +39.0% | +77.7% | -38.7% | +25.3% |
| All | +39.0% | +78.1% | -39.1% | +25.3% |
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