+358.0%
SPG vs UUUU
-92.0%
+450.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.0% |
| 7D | -2.4% | -1.4% | -1.0% | -2.3% |
| 30D | -6.8% | +16.3% | -23.2% | -8.0% |
| 3M | +2.7% | -16.7% | +19.4% | +3.4% |
| 6M | +5.5% | -33.7% | +39.1% | +7.3% |
| YTD | +15.7% | -0.5% | +16.2% | +13.2% |
| 1Y | +20.9% | +28.9% | -8.0% | +14.6% |
| 3Y | +112.4% | +99.9% | +12.5% | +89.2% |
| 5Y | +101.4% | +135.3% | -33.9% | +72.6% |
| 10Y | +60.6% | +518.4% | -457.7% | +20.8% |
| All | +358.0% | -92.0% | +450.0% | +220.2% |
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