+1,013.5%
SPGI vs UUUU
-96.4%
+1,109.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.2% |
| 7D | +1.2% | -1.1% | +2.3% | +1.2% |
| 30D | +15.9% | -21.0% | +36.9% | +17.3% |
| 3M | +12.3% | -54.8% | +67.1% | +16.9% |
| 6M | +23.7% | -67.3% | +91.0% | +30.6% |
| YTD | -3.5% | -54.7% | +51.1% | -1.3% |
| 1Y | +0.4% | -57.4% | +57.8% | +2.9% |
| 3Y | +29.9% | -19.6% | +49.5% | +24.4% |
| 5Y | +15.2% | -40.0% | +55.2% | +9.7% |
| 10Y | +337.2% | +364.1% | -26.9% | +248.3% |
| All | +1,013.5% | -96.4% | +1,109.8% | +783.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling