+165.8%
UGE vs SPY
+315.0%
-149.2%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.4% | -0.1% | -0.8% |
| 7D | +0.6% | +0.1% | +0.5% | +0.3% |
| 30D | +18.4% | -3.3% | +21.7% | +23.1% |
| 3M | +13.7% | -2.4% | +16.1% | +16.6% |
| 6M | +15.4% | +2.6% | +12.9% | +9.3% |
| YTD | +32.9% | +11.2% | +21.7% | +11.7% |
| 1Y | +37.1% | +13.4% | +23.7% | +11.8% |
| 3Y | +61.8% | +79.9% | -18.1% | -38.0% |
| 5Y | -15.3% | +72.2% | -87.5% | -63.8% |
| 10Y | +165.8% | +307.3% | -141.6% | -65.0% |
| All | +165.8% | +315.0% | -149.2% | -65.0% |
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