+181.2%
UGE vs SPY
+308.5%
-127.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.2% |
| 7D | 0.0% | +3.3% | -3.3% | -4.2% |
| 30D | +16.3% | -2.7% | +19.0% | +19.9% |
| 3M | +13.9% | -1.7% | +15.7% | +15.7% |
| 6M | +14.6% | +3.1% | +11.5% | +7.8% |
| YTD | +33.0% | +11.9% | +21.1% | +10.9% |
| 1Y | +35.2% | +12.0% | +23.2% | +12.2% |
| 3Y | +60.0% | +78.2% | -18.2% | -37.6% |
| 5Y | -16.2% | +73.2% | -89.4% | -64.4% |
| All | +181.2% | +308.5% | -127.3% | -63.5% |
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