+913.8%
SPG vs SPXU
-100.0%
+1,013.8%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.9% | +4.0% | -1.3% |
| 7D | +2.7% | +1.5% | +1.2% | +3.7% |
| 30D | +16.6% | +6.4% | +10.2% | +19.7% |
| 3M | +8.1% | +4.2% | +3.8% | +10.4% |
| 6M | +19.3% | -7.8% | +27.1% | +17.1% |
| YTD | +31.1% | -27.5% | +58.6% | +19.2% |
| 1Y | +32.8% | -27.1% | +59.9% | +21.3% |
| 3Y | +135.8% | -80.8% | +216.6% | +45.5% |
| 5Y | +85.1% | -84.1% | +169.2% | +26.7% |
| 10Y | +115.9% | -99.5% | +215.5% | -35.3% |
| All | +913.8% | -100.0% | +1,013.8% | -26.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling