+2,151.0%
SPGI vs SPXU
-100.0%
+2,251.0%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | -0.9% |
| 7D | -1.4% | +1.5% | -2.9% | -0.5% |
| 30D | +15.3% | +6.4% | +8.9% | +18.2% |
| 3M | +16.5% | +4.2% | +12.3% | +19.0% |
| 6M | +19.8% | -7.8% | +27.6% | +17.9% |
| YTD | -3.2% | -27.5% | +24.3% | -11.2% |
| 1Y | +1.8% | -27.1% | +28.9% | -6.2% |
| 3Y | +30.6% | -80.8% | +111.4% | -17.0% |
| 5Y | +16.0% | -84.1% | +100.1% | -18.8% |
| 10Y | +338.6% | -99.5% | +438.1% | +32.3% |
| All | +2,151.0% | -100.0% | +2,251.0% | +161.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling