+99.5%
U vs SPG
+124.5%
-25.1%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.8% | +4.7% | +4.9% |
| 7D | +36.6% | +4.9% | +31.7% | +32.0% |
| 30D | +13.3% | +15.6% | -2.3% | +1.9% |
| 3M | +26.2% | +4.1% | +22.1% | +22.4% |
| 6M | +88.7% | +13.6% | +75.2% | +68.8% |
| YTD | +16.6% | +27.5% | -11.0% | -7.1% |
| 1Y | +29.0% | +32.2% | -3.3% | -1.2% |
| 3Y | +99.5% | +126.0% | -26.5% | -15.3% |
| All | +99.5% | +124.5% | -25.1% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling