+71.0%
UBER vs SPGI
+121.9%
-50.9%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.6% | -0.3% | -1.0% |
| 7D | -7.0% | -3.1% | -3.9% | -5.0% |
| 30D | -8.9% | +2.0% | -10.9% | -10.4% |
| 3M | +1.0% | +4.3% | -3.3% | -3.1% |
| 6M | -3.7% | -0.2% | -3.5% | -4.9% |
| YTD | -13.0% | -14.8% | +1.8% | -5.0% |
| 1Y | -25.5% | -18.5% | -7.0% | -16.6% |
| 3Y | +50.5% | +16.0% | +34.5% | +25.6% |
| 5Y | +76.2% | +2.2% | +74.0% | +59.3% |
| All | +71.0% | +121.9% | -50.9% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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