-36.1%
UG vs SPY
+67.4%
-103.4%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.3% | -1.6% | -1.4% |
| 7D | -5.1% | -2.7% | -2.4% | -4.6% |
| 30D | -5.8% | -5.4% | -0.4% | -4.8% |
| 3M | -7.3% | -4.1% | -3.2% | -6.6% |
| 6M | +3.8% | +0.7% | +3.1% | +3.4% |
| YTD | +17.2% | +8.7% | +8.5% | +14.8% |
| 1Y | +10.0% | +10.9% | -0.9% | +7.3% |
| 3Y | +9.5% | +75.0% | -65.5% | -2.1% |
| All | -36.1% | +67.4% | -103.4% | -40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling