+35.6%
USNG vs SPY
+29.3%
+6.3%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | 0.0% |
| 7D | +5.9% | +2.6% | +3.3% | +4.3% |
| 30D | -4.0% | -2.0% | -2.0% | -2.9% |
| 3M | -4.5% | -2.8% | -1.7% | -2.9% |
| 6M | -8.6% | +2.1% | -10.8% | -9.6% |
| YTD | +22.4% | +11.5% | +10.9% | +15.6% |
| 1Y | +23.3% | +13.5% | +9.8% | +15.2% |
| All | +35.6% | +29.3% | +6.3% | +20.7% |
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