+38.1%
UGE vs SPY
+11.9%
+26.2%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.2% |
| 7D | +4.3% | -0.6% | +4.9% | +4.3% |
| 30D | +18.2% | -3.7% | +21.9% | +17.5% |
| 3M | +14.3% | -2.7% | +17.1% | +13.7% |
| 6M | +15.3% | +2.2% | +13.1% | +15.2% |
| YTD | +32.7% | +10.8% | +21.9% | +28.7% |
| 1Y | +38.1% | +11.2% | +26.9% | +34.1% |
| All | +38.1% | +11.9% | +26.2% | +34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling