-24.1%
UBER vs SPGI
+2.7%
-26.8%
-29.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.4% |
| 7D | +1.6% | +1.2% | +0.4% | +1.2% |
| 30D | +0.6% | +15.9% | -15.3% | -4.6% |
| 3M | -8.2% | +12.3% | -20.5% | -11.9% |
| 6M | -6.7% | +23.7% | -30.4% | -13.9% |
| YTD | -14.7% | -3.5% | -11.2% | -16.3% |
| 1Y | -24.1% | +0.4% | -24.5% | -26.4% |
| All | -24.1% | +2.7% | -26.8% | -26.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling