+14,712.9%
SPGI vs UL
+2,764.7%
+11,948.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.4% |
| 7D | -0.9% | +0.3% | -1.1% | -1.0% |
| 30D | +15.5% | +7.0% | +8.5% | +12.7% |
| 3M | +15.7% | +5.8% | +9.9% | +13.4% |
| 6M | +19.1% | +16.1% | +2.9% | +12.5% |
| YTD | -4.1% | +4.5% | -8.5% | -6.5% |
| 1Y | +1.2% | -1.3% | +2.5% | +0.6% |
| 3Y | +31.6% | +35.0% | -3.4% | +15.7% |
| 5Y | +12.4% | +31.9% | -19.5% | -1.7% |
| 10Y | +334.3% | +99.3% | +235.0% | +225.3% |
| All | +14,712.9% | +2,764.7% | +11,948.1% | +5,568.6% |
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