+415.0%
SPG vs UUUU
-96.4%
+511.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.1% | -0.2% |
| 7D | +2.0% | -1.1% | +3.0% | +2.0% |
| 30D | +17.2% | -21.0% | +38.2% | +19.0% |
| 3M | +6.3% | -54.8% | +61.1% | +11.8% |
| 6M | +18.7% | -67.3% | +86.0% | +26.9% |
| YTD | +30.1% | -54.7% | +84.8% | +34.0% |
| 1Y | +32.8% | -57.4% | +90.2% | +36.9% |
| 3Y | +133.6% | -19.6% | +153.2% | +121.5% |
| 5Y | +84.4% | -40.0% | +124.4% | +73.9% |
| 10Y | +114.3% | +364.1% | -249.8% | +65.9% |
| All | +415.0% | -96.4% | +511.3% | +278.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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