+759.5%
UTG vs SPY
+872.7%
-113.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.3% | +1.2% | +1.3% |
| 7D | -6.2% | -2.7% | -3.5% | -4.2% |
| 30D | -9.7% | -5.4% | -4.3% | -5.8% |
| 3M | -13.9% | -4.1% | -9.8% | -11.1% |
| 6M | -22.3% | +0.7% | -23.0% | -22.7% |
| YTD | -5.9% | +8.7% | -14.6% | -11.8% |
| 1Y | -5.9% | +10.9% | -16.8% | -13.1% |
| 3Y | +59.2% | +75.0% | -15.8% | +2.1% |
| 5Y | +39.5% | +67.8% | -28.3% | -9.1% |
| 10Y | +132.0% | +312.9% | -180.8% | -25.9% |
| All | +759.5% | +872.7% | -113.2% | +35.8% |
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