+74.5%
UBER vs SPG
+77.0%
-2.5%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.0% |
| 7D | -4.5% | -2.2% | -2.3% | -3.5% |
| 30D | -7.6% | -5.8% | -1.8% | -4.9% |
| 3M | +5.8% | -2.8% | +8.6% | +7.1% |
| 6M | +0.3% | +8.9% | -8.6% | -4.2% |
| YTD | -11.2% | +14.3% | -25.5% | -17.3% |
| 1Y | -23.0% | +19.5% | -42.5% | -30.1% |
| 3Y | +53.6% | +106.9% | -53.3% | +4.4% |
| 5Y | +81.9% | +108.7% | -26.8% | +23.3% |
| All | +74.5% | +77.0% | -2.5% | +24.6% |
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