+265.2%
SU vs SPG
+64.5%
+200.7%
-73.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +2.2% | -1.2% | +3.4% | +2.7% |
| 30D | +8.4% | -6.1% | +14.6% | +11.5% |
| 3M | +12.1% | -3.6% | +15.7% | +13.5% |
| 6M | +19.7% | +10.4% | +9.3% | +13.1% |
| YTD | +58.4% | +14.4% | +44.0% | +47.0% |
| 1Y | +67.2% | +16.5% | +50.7% | +53.5% |
| 3Y | +125.0% | +106.8% | +18.2% | +54.0% |
| 5Y | +355.1% | +108.9% | +246.2% | +201.2% |
| All | +265.2% | +64.5% | +200.7% | +127.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling