+167.6%
UGA vs SPY
+687.9%
-520.3%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +1.8% |
| 7D | +5.1% | +0.1% | +5.0% | +5.0% |
| 30D | +24.9% | +0.1% | +24.9% | +24.8% |
| 3M | +26.4% | +2.0% | +24.4% | +24.2% |
| 6M | +66.2% | +13.0% | +53.1% | +51.0% |
| YTD | +115.8% | +13.5% | +102.3% | +95.3% |
| 1Y | +105.6% | +20.0% | +85.6% | +79.0% |
| 3Y | +87.4% | +77.2% | +10.2% | +21.7% |
| 5Y | +261.4% | +81.9% | +179.5% | +125.1% |
| 10Y | +475.7% | +314.1% | +161.7% | +103.8% |
| All | +167.6% | +687.9% | -520.3% | -46.8% |
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