+70.0%
UBER vs SPG
+103.0%
-33.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.8% |
| 7D | +1.2% | +2.7% | -1.6% | -0.1% |
| 30D | -1.1% | +16.6% | -17.7% | -8.2% |
| 3M | -10.0% | +8.1% | -18.1% | -13.4% |
| 6M | -7.2% | +19.3% | -26.5% | -15.1% |
| YTD | -13.5% | +31.1% | -44.6% | -24.6% |
| 1Y | -24.5% | +32.8% | -57.3% | -34.7% |
| 3Y | +37.0% | +135.8% | -98.8% | -12.6% |
| 5Y | +63.3% | +85.1% | -21.8% | +16.1% |
| All | +70.0% | +103.0% | -33.0% | +13.6% |
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