+4.5%
UGI vs SPY
+72.7%
-68.2%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | +0.1% |
| 7D | +0.7% | +3.3% | -2.6% | -1.2% |
| 30D | -0.5% | -2.7% | +2.2% | +1.0% |
| 3M | +7.8% | -1.7% | +9.6% | +8.7% |
| 6M | +15.9% | +3.1% | +12.8% | +13.2% |
| YTD | +3.2% | +11.9% | -8.6% | -4.5% |
| 1Y | +12.9% | +12.0% | +0.9% | +4.3% |
| 3Y | +111.2% | +78.2% | +33.0% | +36.9% |
| All | +4.5% | +72.7% | -68.2% | -32.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling