+1,127.8%
UGP vs SPY
+810.6%
+317.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.4% | +3.7% | +3.7% |
| 7D | +7.4% | +2.6% | +4.8% | +4.7% |
| 30D | -25.8% | -2.0% | -23.8% | -24.6% |
| 3M | -2.7% | -2.8% | +0.1% | -0.6% |
| 6M | +3.0% | +2.1% | +0.8% | 0.0% |
| YTD | +59.0% | +11.5% | +47.5% | +41.5% |
| 1Y | +46.5% | +13.5% | +33.1% | +28.2% |
| 3Y | +31.5% | +77.7% | -46.2% | -28.0% |
| 5Y | +168.3% | +72.6% | +95.6% | +48.9% |
| 10Y | -21.1% | +308.2% | -329.3% | -79.2% |
| All | +1,127.8% | +810.6% | +317.2% | +70.5% |
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