+82.5%
UBER vs SPG
+106.4%
-23.9%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.2% | -4.6% | -4.2% |
| 7D | -2.8% | 0.0% | -2.8% | -2.9% |
| 30D | -2.5% | -4.9% | +2.4% | +0.5% |
| 3M | +4.4% | +3.3% | +1.1% | +2.0% |
| 6M | -2.7% | +11.2% | -13.9% | -9.5% |
| YTD | -10.5% | +17.1% | -27.6% | -19.7% |
| 1Y | -22.5% | +21.6% | -44.1% | -32.6% |
| 3Y | +54.8% | +111.9% | -57.1% | -13.8% |
| 5Y | +82.5% | +106.9% | -24.4% | +7.7% |
| All | +82.5% | +106.4% | -23.9% | +7.7% |
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