+355.7%
SU vs SPG
+103.4%
+252.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | +1.7% | -2.2% | +3.9% | +2.4% |
| 30D | +9.6% | -5.8% | +15.4% | +11.7% |
| 3M | +11.7% | -2.8% | +14.5% | +12.4% |
| 6M | +21.9% | +8.9% | +13.0% | +17.1% |
| YTD | +58.6% | +14.3% | +44.4% | +49.3% |
| 1Y | +66.5% | +19.5% | +47.0% | +53.8% |
| 3Y | +121.4% | +106.9% | +14.6% | +59.8% |
| 5Y | +355.7% | +108.7% | +247.0% | +211.9% |
| All | +355.7% | +103.4% | +252.3% | +211.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling