+296.4%
SPGI vs UL
+65.2%
+231.2%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -1.9% |
| 7D | -3.1% | -3.2% | +0.1% | -1.8% |
| 30D | +2.0% | -0.6% | +2.6% | +2.3% |
| 3M | +4.3% | +9.4% | -5.1% | +0.3% |
| 6M | -0.2% | -4.1% | +3.9% | +0.9% |
| YTD | -14.8% | -2.0% | -12.8% | -15.1% |
| 1Y | -18.5% | -9.0% | -9.6% | -16.3% |
| 3Y | +16.0% | +21.8% | -5.9% | +3.4% |
| 5Y | +2.2% | +20.6% | -18.4% | -10.1% |
| 10Y | +296.4% | +67.7% | +228.7% | +223.0% |
| All | +296.4% | +65.2% | +231.2% | +223.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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