+105.4%
UGP vs SPY
+17.2%
+88.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +2.2% |
| 7D | +5.6% | -2.0% | +7.6% | +7.1% |
| 30D | +30.6% | -1.7% | +32.3% | +32.1% |
| 3M | +60.5% | +4.7% | +55.8% | +53.6% |
| 6M | +49.7% | +12.5% | +37.2% | +33.9% |
| YTD | +106.5% | +11.7% | +94.8% | +85.3% |
| 1Y | +105.4% | +17.5% | +87.9% | +80.3% |
| All | +105.4% | +17.2% | +88.2% | +80.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling