+62.2%
SPG vs URA
+371.9%
-309.7%
-76.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.1% | -2.0% | +0.3% |
| 7D | 0.0% | +8.1% | -8.1% | -2.1% |
| 30D | -4.9% | +5.8% | -10.7% | -6.6% |
| 3M | +3.3% | +3.4% | -0.1% | +1.4% |
| 6M | +11.2% | -2.6% | +13.8% | +9.6% |
| YTD | +17.1% | +11.2% | +5.9% | +8.9% |
| 1Y | +21.6% | +19.8% | +1.8% | +7.9% |
| 3Y | +111.9% | +121.5% | -9.6% | +42.6% |
| 5Y | +106.9% | +134.5% | -27.5% | +26.5% |
| 10Y | +62.2% | +376.7% | -314.5% | -38.9% |
| All | +62.2% | +371.9% | -309.7% | -38.9% |
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