+317.6%
UGL vs SPY
+308.5%
+9.1%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.4% | -5.3% | -5.6% |
| 7D | -10.9% | +3.3% | -14.2% | -11.5% |
| 30D | -14.4% | -2.7% | -11.7% | -13.9% |
| 3M | -25.3% | -1.7% | -23.5% | -24.9% |
| 6M | -36.4% | +3.1% | -39.5% | -36.6% |
| YTD | -29.5% | +11.9% | -41.4% | -30.7% |
| 1Y | -26.7% | +12.0% | -38.7% | -27.9% |
| 3Y | +174.4% | +78.2% | +96.2% | +153.5% |
| 5Y | +149.5% | +73.2% | +76.2% | +128.7% |
| All | +317.6% | +308.5% | +9.1% | +303.1% |
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 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