+133.6%
SPG vs USHY
+25.4%
+108.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | 0.0% |
| 7D | +2.0% | -0.4% | +2.4% | +3.1% |
| 30D | +17.2% | +0.6% | +16.7% | +15.4% |
| 3M | +6.3% | -2.0% | +8.3% | +12.3% |
| 6M | +18.7% | -0.5% | +19.2% | +20.3% |
| YTD | +30.1% | +0.6% | +29.5% | +27.7% |
| 1Y | +32.8% | +2.1% | +30.6% | +24.6% |
| 3Y | +133.6% | +25.3% | +108.3% | +28.9% |
| All | +133.6% | +25.4% | +108.2% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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