+334.0%
SPGI vs SPXU
-99.5%
+433.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.7% | +0.9% |
| 7D | +1.6% | +0.5% | +1.1% | +2.2% |
| 30D | +16.1% | +10.9% | +5.2% | +20.7% |
| 3M | +15.5% | +9.6% | +5.8% | +19.8% |
| 6M | +19.6% | -4.7% | +24.3% | +19.0% |
| YTD | -3.6% | -24.6% | +21.0% | -10.3% |
| 1Y | +2.2% | -24.7% | +27.0% | -4.8% |
| 3Y | +30.1% | -80.0% | +110.2% | -16.6% |
| 5Y | +14.9% | -83.5% | +98.4% | -18.7% |
| 10Y | +334.0% | -99.5% | +433.5% | +26.1% |
| All | +334.0% | -99.5% | +433.5% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 10y: compounded portfolio wealth divided by compounded SPXU 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…
10y analysis · Full analysis span regression · 6 months rolling