+104.0%
SPG vs USHY
+50.7%
+53.2%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -0.9% |
| 7D | -2.4% | -0.1% | -2.3% | -2.1% |
| 30D | -6.8% | +0.1% | -6.9% | -7.0% |
| 3M | +2.7% | +0.8% | +1.9% | +0.6% |
| 6M | +5.5% | +1.7% | +3.7% | +1.2% |
| YTD | +15.7% | +2.5% | +13.2% | +9.0% |
| 1Y | +20.9% | +4.4% | +16.5% | +8.8% |
| 3Y | +112.4% | +27.4% | +85.0% | +20.1% |
| 5Y | +101.4% | +21.7% | +79.6% | +32.4% |
| All | +104.0% | +50.7% | +53.2% | -3.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling