-10.2%
UGP vs SPY
+312.5%
-322.7%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.3% |
| 7D | +4.2% | -0.4% | +4.6% | +4.6% |
| 30D | +27.3% | -1.4% | +28.7% | +29.3% |
| 3M | +57.4% | +3.7% | +53.7% | +50.1% |
| 6M | +48.3% | +13.0% | +35.3% | +27.5% |
| YTD | +102.9% | +12.4% | +90.5% | +75.6% |
| 1Y | +105.1% | +18.5% | +86.6% | +66.5% |
| 3Y | +121.9% | +77.6% | +44.3% | +4.1% |
| 5Y | +208.0% | +81.7% | +126.3% | +36.0% |
| 10Y | -10.2% | +319.7% | -329.9% | -86.1% |
| All | -10.2% | +312.5% | -322.7% | -86.1% |
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