-61.1%
UNG vs SPY
+78.7%
-139.8%
-67.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -0.4% | +2.7% | +2.4% |
| 7D | +12.8% | +3.3% | +9.5% | +12.7% |
| 30D | -8.3% | -2.7% | -5.6% | -8.4% |
| 3M | +2.5% | -1.7% | +4.3% | +2.5% |
| 6M | -4.1% | +3.1% | -7.2% | -4.1% |
| YTD | -14.7% | +11.9% | -26.6% | -14.8% |
| 1Y | -28.6% | +12.0% | -40.6% | -28.7% |
| All | -61.1% | +78.7% | -139.8% | -63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling