+9.2%
UYG vs SPY
+656.2%
-647.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.4% | +0.3% |
| 7D | -2.1% | -0.4% | -1.8% | -1.2% |
| 30D | -3.2% | -1.4% | -1.8% | +0.1% |
| 3M | +17.1% | +3.7% | +13.4% | +6.5% |
| 6M | +26.1% | +13.0% | +13.1% | -7.1% |
| YTD | +4.5% | +12.4% | -7.9% | -21.9% |
| 1Y | +9.2% | +18.5% | -9.4% | -28.3% |
| 3Y | +132.1% | +77.6% | +54.5% | -42.9% |
| 5Y | +74.9% | +81.7% | -6.8% | -58.1% |
| 10Y | +393.3% | +319.7% | +73.7% | -83.3% |
| All | +9.2% | +656.2% | -647.1% | -98.0% |
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