+681.8%
UGE vs SPY
+664.0%
+17.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.1% |
| 7D | -2.2% | +0.1% | -2.3% | -2.3% |
| 30D | -2.4% | +0.1% | -2.4% | -2.5% |
| 3M | +5.0% | +2.0% | +3.0% | +1.4% |
| 6M | -7.7% | +13.0% | -20.7% | -22.2% |
| YTD | +14.9% | +13.5% | +1.3% | -4.1% |
| 1Y | +7.3% | +20.0% | -12.6% | -17.2% |
| 3Y | +26.1% | +77.2% | -51.1% | -44.4% |
| 5Y | -14.2% | +81.9% | -96.1% | -61.6% |
| 10Y | +105.5% | +314.1% | -208.6% | -64.2% |
| All | +681.8% | +664.0% | +17.8% | -37.6% |
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