+44.5%
USNG vs SPY
+29.6%
+15.0%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.6% | -1.2% | -1.5% |
| 7D | +1.6% | -2.0% | +3.6% | +2.7% |
| 30D | +3.3% | -1.7% | +5.0% | +4.2% |
| 3M | +1.3% | +4.7% | -3.4% | -1.2% |
| 6M | +9.3% | +12.5% | -3.2% | +2.6% |
| YTD | +30.4% | +11.7% | +18.7% | +22.8% |
| 1Y | +34.9% | +17.5% | +17.5% | +23.9% |
| All | +44.5% | +29.6% | +15.0% | +28.3% |
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