+115.9%
SPG vs URA
+277.9%
-162.0%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.4% | -0.3% |
| 7D | +2.7% | +2.9% | -0.1% | +1.9% |
| 30D | +16.6% | -10.8% | +27.4% | +19.7% |
| 3M | +8.1% | -25.5% | +33.6% | +15.9% |
| 6M | +19.3% | -41.2% | +60.6% | +35.2% |
| YTD | +31.1% | -21.3% | +52.4% | +32.9% |
| 1Y | +32.8% | -25.7% | +58.5% | +36.3% |
| 3Y | +135.8% | +43.1% | +92.7% | +79.8% |
| 5Y | +85.1% | +35.6% | +49.5% | +37.6% |
| 10Y | +115.9% | +281.3% | -165.4% | -14.7% |
| All | +115.9% | +277.9% | -162.0% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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