+942.7%
SPGI vs UUUU
-92.0%
+1,034.7%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.8% | -2.4% | -1.6% |
| 7D | +0.1% | -1.4% | +1.5% | +0.2% |
| 30D | +8.4% | +16.3% | -7.9% | +7.3% |
| 3M | +11.8% | -16.7% | +28.5% | +12.5% |
| 6M | +5.7% | -33.7% | +39.4% | +7.2% |
| YTD | -9.7% | -0.5% | -9.2% | -11.3% |
| 1Y | -12.5% | +28.9% | -41.3% | -16.2% |
| 3Y | +21.8% | +99.9% | -78.0% | +10.9% |
| 5Y | +8.2% | +135.3% | -127.1% | -4.7% |
| 10Y | +309.5% | +518.4% | -208.9% | +219.6% |
| All | +942.7% | -92.0% | +1,034.7% | +694.2% |
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