+1,435.8%
UGP vs SPY
+827.4%
+608.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.1% |
| 7D | +12.9% | +0.1% | +12.8% | +12.7% |
| 30D | +19.7% | +0.1% | +19.7% | +19.6% |
| 3M | +52.7% | +2.0% | +50.7% | +49.2% |
| 6M | +52.0% | +13.0% | +39.0% | +34.3% |
| YTD | +98.8% | +13.5% | +85.3% | +74.9% |
| 1Y | +106.5% | +20.0% | +86.5% | +72.0% |
| 3Y | +114.5% | +77.2% | +37.3% | +18.5% |
| 5Y | +195.4% | +81.9% | +113.5% | +56.4% |
| 10Y | -15.2% | +314.1% | -329.2% | -77.8% |
| All | +1,435.8% | +827.4% | +608.4% | +110.7% |
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