+890.0%
UTG vs SPY
+916.3%
-26.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.2% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | -1.0% | +0.1% | -1.0% | -1.0% |
| 3M | -6.9% | +2.0% | -8.8% | -8.3% |
| 6M | -4.1% | +13.0% | -17.1% | -12.7% |
| YTD | +8.4% | +13.5% | -5.2% | -1.7% |
| 1Y | +9.2% | +20.0% | -10.8% | -5.0% |
| 3Y | +80.0% | +77.2% | +2.8% | +14.4% |
| 5Y | +51.4% | +81.9% | -30.4% | -7.4% |
| 10Y | +152.5% | +314.1% | -161.5% | -19.5% |
| All | +890.0% | +916.3% | -26.3% | +51.2% |
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 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