+10,209.4%
SU vs SPG
+5,319.3%
+4,890.1%
-81.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.3% | +0.4% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | +13.7% | -4.9% | +18.6% | +15.8% |
| 3M | +8.0% | +3.3% | +4.7% | +6.3% |
| 6M | +21.0% | +11.2% | +9.8% | +15.2% |
| YTD | +56.2% | +17.1% | +39.2% | +45.5% |
| 1Y | +72.2% | +21.6% | +50.6% | +57.7% |
| 3Y | +118.1% | +111.9% | +6.2% | +58.2% |
| 5Y | +350.3% | +106.9% | +243.4% | +223.5% |
| 10Y | +248.5% | +62.2% | +186.3% | +148.5% |
| All | +10,209.4% | +5,319.3% | +4,890.1% | +3,555.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling