+805.2%
UGE vs SPY
+652.9%
+152.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.3% | -0.2% |
| 7D | 0.0% | +3.3% | -3.3% | -4.0% |
| 30D | +16.3% | -2.7% | +19.0% | +19.7% |
| 3M | +13.9% | -1.7% | +15.7% | +15.7% |
| 6M | +14.6% | +3.1% | +11.5% | +8.2% |
| YTD | +33.0% | +11.9% | +21.1% | +12.3% |
| 1Y | +35.2% | +12.0% | +23.2% | +13.7% |
| 3Y | +60.0% | +78.2% | -18.2% | -30.5% |
| 5Y | -16.2% | +73.2% | -89.4% | -60.4% |
| 10Y | +177.3% | +309.6% | -132.4% | -51.4% |
| All | +805.2% | +652.9% | +152.3% | -26.9% |
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