+174.6%
UGL vs SPY
+72.2%
+102.4%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.2% |
| 7D | +5.4% | -0.6% | +6.0% | +5.6% |
| 30D | -8.7% | -3.7% | -5.0% | -7.4% |
| 3M | -17.9% | -2.7% | -15.2% | -17.0% |
| 6M | -31.3% | +2.2% | -33.5% | -31.5% |
| YTD | -23.6% | +10.8% | -34.4% | -25.4% |
| 1Y | -17.2% | +11.2% | -28.5% | -19.2% |
| 3Y | +197.6% | +76.5% | +121.1% | +163.0% |
| 5Y | +174.6% | +72.9% | +101.6% | +132.8% |
| All | +174.6% | +72.2% | +102.4% | +132.8% |
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 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