-92.5%
UNG vs SPY
+322.5%
-415.0%
-93.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.0% | -0.4% |
| 7D | -3.7% | -0.8% | -2.9% | -3.5% |
| 30D | -0.3% | -1.1% | +0.8% | 0.0% |
| 3M | -8.9% | +3.9% | -12.7% | -9.8% |
| 6M | -21.0% | +13.6% | -34.6% | -23.8% |
| YTD | -17.0% | +12.7% | -29.7% | -20.0% |
| 1Y | -18.1% | +17.5% | -35.6% | -22.0% |
| 3Y | -62.1% | +76.9% | -139.0% | -68.6% |
| 5Y | -85.3% | +83.6% | -168.9% | -88.1% |
| All | -92.5% | +322.5% | -415.0% | -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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling