+86.2%
SU vs SPG
+34.3%
+51.9%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +2.9% | -7.4% | -3.8% |
| 7D | -7.1% | +8.2% | -15.3% | -5.3% |
| 30D | +4.8% | +13.5% | -8.7% | +7.8% |
| 3M | +12.5% | +2.2% | +10.3% | +13.2% |
| 6M | +6.5% | +15.9% | -9.4% | +10.1% |
| YTD | +65.8% | +27.6% | +38.2% | +69.5% |
| 1Y | +86.2% | +30.9% | +55.2% | +89.1% |
| All | +86.2% | +34.3% | +51.9% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 1y: compounded portfolio wealth divided by compounded SPG 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…
1y analysis · Full analysis span regression · 6 months rolling