+31.6%
SPGI vs SPXU
-80.6%
+112.2%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.0% | +7.7% | -0.8% |
| 7D | -0.9% | -1.5% | +0.6% | -0.9% |
| 30D | +15.5% | +9.7% | +5.9% | +18.3% |
| 3M | +15.7% | +8.4% | +7.2% | +18.4% |
| 6M | +19.1% | -5.7% | +24.8% | +18.4% |
| YTD | -4.1% | -25.4% | +21.4% | -9.0% |
| 1Y | +1.2% | -28.9% | +30.1% | -5.0% |
| 3Y | +31.6% | -81.2% | +112.8% | -9.3% |
| All | +31.6% | -80.6% | +112.2% | -9.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling