+208.0%
UGP vs SPY
+81.0%
+127.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.1% |
| 7D | +4.2% | -0.4% | +4.6% | +4.4% |
| 30D | +27.3% | -1.4% | +28.7% | +28.5% |
| 3M | +57.4% | +3.7% | +53.7% | +53.1% |
| 6M | +48.3% | +13.0% | +35.3% | +35.6% |
| YTD | +102.9% | +12.4% | +90.5% | +86.4% |
| 1Y | +105.1% | +18.5% | +86.6% | +81.7% |
| 3Y | +121.9% | +77.6% | +44.3% | +43.8% |
| 5Y | +208.0% | +81.7% | +126.3% | +94.2% |
| All | +208.0% | +81.0% | +127.0% | +94.2% |
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 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