+13,845.6%
SPGI vs UL
+2,661.1%
+11,184.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +0.1% | -1.3% | +1.5% | +0.6% |
| 30D | +8.4% | +0.5% | +7.9% | +8.2% |
| 3M | +11.8% | +17.6% | -5.8% | +5.2% |
| 6M | +5.7% | -5.4% | +11.1% | +7.2% |
| YTD | -9.7% | +0.7% | -10.4% | -10.8% |
| 1Y | -12.5% | -9.3% | -3.2% | -10.3% |
| 3Y | +21.8% | +24.5% | -2.7% | +10.3% |
| 5Y | +8.2% | +23.2% | -15.0% | -3.1% |
| 10Y | +309.5% | +64.5% | +245.0% | +227.6% |
| All | +13,845.6% | +2,661.1% | +11,184.6% | +5,308.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling