+16.5%
SPG vs SPXU
-36.3%
+52.8%
-12.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | -0.1% |
| 7D | -1.2% | +2.5% | -3.6% | -0.9% |
| 30D | -6.1% | +4.2% | -10.3% | -5.8% |
| 3M | -3.6% | -9.3% | +5.6% | -4.3% |
| 6M | +10.4% | -30.7% | +41.1% | +5.4% |
| YTD | +14.4% | -28.1% | +42.5% | +9.6% |
| 1Y | +16.5% | -35.2% | +51.8% | +11.1% |
| All | +16.5% | -36.3% | +52.8% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling