+153.7%
UTG vs SPY
+311.3%
-157.6%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.1% | +1.9% |
| 7D | +3.6% | +0.5% | +3.0% | +3.1% |
| 30D | -0.4% | -0.9% | +0.5% | +0.3% |
| 3M | -2.3% | +3.9% | -6.2% | -5.1% |
| 6M | +0.6% | +14.5% | -13.9% | -9.2% |
| YTD | +10.0% | +12.9% | -2.9% | +0.3% |
| 1Y | +12.0% | +19.4% | -7.4% | -2.1% |
| 3Y | +84.5% | +78.5% | +6.1% | +16.4% |
| 5Y | +54.5% | +81.8% | -27.2% | -5.7% |
| 10Y | +153.7% | +311.5% | -157.8% | -25.2% |
| All | +153.7% | +311.3% | -157.6% | -25.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling