+12.4%
SPGI vs SPXU
-83.1%
+95.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -7.0% | +7.7% | -1.3% |
| 7D | -0.9% | -1.5% | +0.6% | -0.9% |
| 30D | +15.5% | +9.7% | +5.9% | +19.1% |
| 3M | +15.7% | +8.4% | +7.2% | +19.1% |
| 6M | +19.1% | -5.7% | +24.8% | +18.2% |
| YTD | -4.1% | -25.4% | +21.4% | -10.2% |
| 1Y | +1.2% | -28.9% | +30.1% | -6.5% |
| 3Y | +31.6% | -81.2% | +112.8% | -14.1% |
| 5Y | +12.4% | -83.3% | +95.7% | -17.9% |
| All | +12.4% | -83.1% | +95.5% | -17.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling