-99.8%
UNG vs SPY
+648.2%
-748.1%
-99.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +2.2% | +0.1% | +2.1% | +2.2% |
| 30D | +8.4% | +0.1% | +8.4% | +8.4% |
| 3M | -12.9% | +2.0% | -14.9% | -13.3% |
| 6M | -10.4% | +13.0% | -23.4% | -12.9% |
| YTD | -13.9% | +13.5% | -27.4% | -16.6% |
| 1Y | -19.4% | +20.0% | -39.4% | -23.0% |
| 3Y | -62.6% | +77.2% | -139.7% | -67.6% |
| 5Y | -83.9% | +81.9% | -165.8% | -86.2% |
| 10Y | -92.0% | +314.1% | -406.0% | -94.2% |
| All | -99.8% | +648.2% | -748.1% | -99.9% |
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