+66.3%
UBER vs SPGI
+148.5%
-82.2%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.2% |
| 7D | +0.5% | -0.8% | +1.3% | +1.1% |
| 30D | -3.1% | +14.3% | -17.4% | -11.9% |
| 3M | -8.3% | +14.5% | -22.8% | -17.0% |
| 6M | -9.5% | +17.3% | -26.8% | -20.3% |
| YTD | -15.4% | -4.6% | -10.8% | -14.9% |
| 1Y | -26.1% | +0.8% | -26.9% | -28.8% |
| 3Y | +34.0% | +28.8% | +5.2% | +3.8% |
| 5Y | +53.2% | +14.0% | +39.2% | +28.7% |
| All | +66.3% | +148.5% | -82.2% | -36.6% |
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