+318.0%
UGL vs SPY
+307.0%
+11.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.2% |
| 7D | -9.4% | +2.6% | -11.9% | -9.8% |
| 30D | -11.6% | -2.0% | -9.7% | -11.3% |
| 3M | -22.9% | -2.8% | -20.1% | -22.4% |
| 6M | -35.6% | +2.1% | -37.8% | -35.7% |
| YTD | -29.5% | +11.5% | -41.0% | -30.6% |
| 1Y | -25.4% | +13.5% | -38.9% | -26.7% |
| 3Y | +171.5% | +77.7% | +93.8% | +151.0% |
| 5Y | +149.7% | +72.6% | +77.1% | +129.1% |
| All | +318.0% | +307.0% | +11.0% | +303.8% |
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