+458.8%
UGA vs SPY
+322.5%
+136.4%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.6% | -2.3% |
| 7D | +4.1% | -0.8% | +4.9% | +4.6% |
| 30D | +16.8% | -1.1% | +17.9% | +17.5% |
| 3M | +30.8% | +3.9% | +26.9% | +27.2% |
| 6M | +55.3% | +13.6% | +41.7% | +41.1% |
| YTD | +124.7% | +12.7% | +112.0% | +104.8% |
| 1Y | +117.4% | +17.5% | +99.9% | +92.2% |
| 3Y | +85.1% | +76.9% | +8.2% | +18.1% |
| 5Y | +277.4% | +83.6% | +193.8% | +128.2% |
| All | +458.8% | +322.5% | +136.4% | +110.3% |
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 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