+109.0%
SPG vs SPXU
-99.5%
+208.5%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | +0.2% |
| 7D | +2.0% | -7.6% | +9.6% | -0.7% |
| 30D | +17.2% | +5.3% | +11.9% | +20.0% |
| 3M | +6.3% | +9.6% | -3.3% | +10.7% |
| 6M | +18.7% | -4.5% | +23.2% | +17.9% |
| YTD | +30.1% | -25.9% | +56.0% | +18.9% |
| 1Y | +32.8% | -28.9% | +61.6% | +19.8% |
| 3Y | +133.6% | -80.5% | +214.0% | +42.0% |
| 5Y | +84.4% | -83.4% | +167.8% | +26.5% |
| All | +109.0% | -99.5% | +208.5% | -34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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