+1,037.1%
UGP vs SPY
+805.2%
+231.9%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.5% | -1.5% |
| 7D | -4.4% | -0.6% | -3.8% | -4.1% |
| 30D | -31.8% | -3.7% | -28.1% | -29.5% |
| 3M | -7.7% | -2.7% | -4.9% | -5.6% |
| 6M | -9.2% | +2.2% | -11.4% | -11.8% |
| YTD | +47.2% | +10.8% | +36.4% | +31.9% |
| 1Y | +30.6% | +11.2% | +19.3% | +16.6% |
| 3Y | +24.6% | +76.5% | -51.9% | -31.3% |
| 5Y | +161.0% | +72.9% | +88.0% | +44.6% |
| 10Y | -27.4% | +304.8% | -332.2% | -80.7% |
| All | +1,037.1% | +805.2% | +231.9% | +58.9% |
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