+84.9%
SPG vs URA
+28.3%
+56.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | +0.1% |
| 7D | +3.1% | +4.5% | -1.3% | +2.4% |
| 30D | +16.4% | -13.4% | +29.9% | +18.8% |
| 3M | +7.1% | -28.4% | +35.5% | +12.4% |
| 6M | +16.1% | -40.5% | +56.5% | +25.2% |
| YTD | +30.4% | -24.3% | +54.7% | +31.9% |
| 1Y | +33.0% | -28.8% | +61.8% | +35.8% |
| 3Y | +134.6% | +37.6% | +97.0% | +90.8% |
| 5Y | +84.9% | +30.7% | +54.2% | +49.4% |
| All | +84.9% | +28.3% | +56.6% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling