+319.3%
SPG vs URA
-31.1%
+350.4%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.2% |
| 7D | -2.4% | +1.1% | -3.5% | -2.7% |
| 30D | -6.8% | +7.4% | -14.2% | -8.8% |
| 3M | +2.7% | -8.4% | +11.1% | +3.9% |
| 6M | +5.5% | -12.7% | +18.2% | +7.1% |
| YTD | +15.7% | +7.8% | +7.9% | +9.2% |
| 1Y | +20.9% | +19.5% | +1.4% | +8.5% |
| 3Y | +112.4% | +116.4% | -4.0% | +51.2% |
| 5Y | +101.4% | +134.3% | -32.9% | +32.6% |
| 10Y | +60.6% | +359.3% | -298.6% | -21.1% |
| All | +319.3% | -31.1% | +350.4% | +207.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling