+2.2%
SPGI vs UUUU
+132.1%
-129.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.5% |
| 7D | -3.1% | +1.8% | -4.9% | -3.2% |
| 30D | +2.0% | +1.8% | +0.2% | +1.8% |
| 3M | +4.3% | +1.3% | +3.1% | +3.8% |
| 6M | -0.2% | -26.8% | +26.5% | +0.8% |
| YTD | -14.8% | +0.1% | -14.9% | -17.0% |
| 1Y | -18.5% | +11.2% | -29.8% | -22.8% |
| 3Y | +16.0% | +97.7% | -81.7% | -0.6% |
| 5Y | +2.2% | +127.3% | -125.1% | -16.7% |
| All | +2.2% | +132.1% | -129.9% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU 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 UUUU 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