+126.0%
SPG vs URA
+36.0%
+90.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.4% | -3.6% | +0.6% |
| 7D | +4.9% | -4.1% | +9.0% | +5.1% |
| 30D | +15.6% | -19.0% | +34.6% | +17.0% |
| 3M | +4.1% | -25.1% | +29.2% | +5.8% |
| 6M | +13.6% | -44.5% | +58.1% | +18.1% |
| YTD | +27.5% | -24.3% | +51.9% | +27.5% |
| 1Y | +32.2% | -28.1% | +60.4% | +32.8% |
| 3Y | +126.0% | +40.7% | +85.3% | +94.5% |
| All | +126.0% | +36.0% | +90.0% | +94.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling