+794.9%
SPG vs SPXU
-100.0%
+894.9%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -0.5% |
| 7D | -2.4% | -0.1% | -2.3% | -2.4% |
| 30D | -6.8% | +0.8% | -7.7% | -6.5% |
| 3M | +2.7% | -4.7% | +7.4% | +1.3% |
| 6M | +5.5% | -29.6% | +35.1% | -5.9% |
| YTD | +15.7% | -29.9% | +45.6% | +3.4% |
| 1Y | +20.9% | -39.1% | +59.9% | +3.1% |
| 3Y | +112.4% | -80.0% | +192.4% | +33.5% |
| 5Y | +101.4% | -86.0% | +187.4% | +31.4% |
| 10Y | +60.6% | -99.5% | +160.2% | -52.6% |
| All | +794.9% | -100.0% | +894.9% | -36.5% |
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