+122.5%
UGP vs SPY
+78.7%
+43.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.5% | +2.9% | +2.7% |
| 7D | +8.4% | +0.5% | +7.9% | +8.1% |
| 30D | +25.3% | -0.9% | +26.3% | +26.0% |
| 3M | +61.2% | +3.9% | +57.3% | +57.2% |
| 6M | +53.7% | +14.5% | +39.2% | +41.1% |
| YTD | +103.5% | +12.9% | +90.6% | +88.4% |
| 1Y | +100.3% | +19.4% | +80.9% | +79.9% |
| 3Y | +122.5% | +78.5% | +44.1% | +55.2% |
| All | +122.5% | +78.7% | +43.8% | +55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling