-85.6%
UNG vs SPY
+81.0%
-166.6%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.1% | -3.4% |
| 7D | -6.1% | -0.4% | -5.8% | -6.0% |
| 30D | -0.5% | -1.4% | +0.9% | -0.1% |
| 3M | -11.4% | +3.7% | -15.1% | -12.5% |
| 6M | -18.0% | +13.0% | -31.0% | -21.3% |
| YTD | -17.7% | +12.4% | -30.1% | -21.2% |
| 1Y | -23.9% | +18.5% | -42.4% | -28.8% |
| 3Y | -62.4% | +77.6% | -140.0% | -71.8% |
| 5Y | -85.6% | +81.7% | -167.3% | -89.2% |
| All | -85.6% | +81.0% | -166.6% | -89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling