+306.8%
SPGI vs SPXU
-99.5%
+406.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -2.6% |
| 7D | -2.5% | -1.5% | -1.0% | -2.9% |
| 30D | +5.4% | +3.7% | +1.7% | +6.8% |
| 3M | +9.0% | -9.6% | +18.6% | +5.9% |
| 6M | +0.8% | -32.4% | +33.1% | -10.6% |
| YTD | -12.6% | -28.7% | +16.1% | -20.6% |
| 1Y | -16.1% | -38.2% | +22.1% | -27.2% |
| 3Y | +19.0% | -80.4% | +99.4% | -24.0% |
| 5Y | +5.1% | -86.0% | +91.1% | -30.0% |
| All | +306.8% | -99.5% | +406.3% | +12.2% |
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