+744.6%
UGL vs SPY
+1,176.3%
-431.7%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -1.2% | +0.1% | -1.4% | -1.2% |
| 30D | +7.9% | +0.1% | +7.9% | +7.9% |
| 3M | -5.1% | +2.0% | -7.1% | -5.3% |
| 6M | -30.3% | +13.0% | -43.3% | -31.2% |
| YTD | -5.6% | +13.5% | -19.1% | -6.9% |
| 1Y | +32.3% | +20.0% | +12.4% | +29.9% |
| 3Y | +258.2% | +77.2% | +181.0% | +238.5% |
| 5Y | +245.9% | +81.9% | +164.0% | +224.3% |
| 10Y | +368.7% | +314.1% | +54.6% | +319.5% |
| All | +744.6% | +1,176.3% | -431.7% | +636.5% |
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 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