+145.3%
UGA vs SPY
+673.6%
-528.3%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.1% | -1.2% |
| 7D | -4.8% | +2.6% | -7.4% | -6.4% |
| 30D | -16.3% | -2.0% | -14.3% | -15.6% |
| 3M | +3.6% | -2.8% | +6.4% | +4.9% |
| 6M | +1.8% | +2.1% | -0.3% | -0.8% |
| YTD | +97.9% | +11.5% | +86.4% | +80.2% |
| 1Y | +80.4% | +13.5% | +67.0% | +62.2% |
| 3Y | +91.5% | +77.7% | +13.8% | +23.5% |
| 5Y | +194.3% | +72.6% | +121.7% | +89.3% |
| 10Y | +394.3% | +308.2% | +86.1% | +75.6% |
| All | +145.3% | +673.6% | -528.3% | -50.9% |
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