+67.6%
UBER vs SPG
+101.5%
-33.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +1.0% |
| 7D | +1.6% | +2.0% | -0.4% | +0.6% |
| 30D | +0.6% | +17.2% | -16.7% | -6.9% |
| 3M | -8.2% | +6.3% | -14.5% | -10.9% |
| 6M | -6.7% | +18.7% | -25.4% | -14.4% |
| YTD | -14.7% | +30.1% | -44.8% | -25.4% |
| 1Y | -24.1% | +32.8% | -56.8% | -34.3% |
| 3Y | +33.4% | +133.6% | -100.2% | -14.5% |
| 5Y | +54.5% | +84.4% | -29.9% | +10.1% |
| All | +67.6% | +101.5% | -33.9% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling