+61.5%
UBER vs SPG
+83.5%
-22.0%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -2.0% |
| 7D | +5.2% | +5.6% | -0.4% | +1.7% |
| 30D | -2.0% | +17.6% | -19.6% | -11.5% |
| 3M | -10.2% | +7.5% | -17.7% | -14.2% |
| 6M | -7.2% | +18.5% | -25.7% | -17.0% |
| YTD | -14.3% | +30.9% | -45.2% | -28.5% |
| 1Y | -25.6% | +34.1% | -59.7% | -39.0% |
| 3Y | +35.8% | +135.5% | -99.7% | -30.5% |
| 5Y | +61.5% | +86.5% | -25.0% | -0.9% |
| All | +61.5% | +83.5% | -22.0% | -0.9% |
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