-25.6%
UBER vs SPGI
+2.3%
-27.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.8% |
| 7D | +5.2% | +1.6% | +3.6% | +4.6% |
| 30D | -2.0% | +16.1% | -18.1% | -7.0% |
| 3M | -10.2% | +15.5% | -25.7% | -14.7% |
| 6M | -7.2% | +19.6% | -26.8% | -13.3% |
| YTD | -14.3% | -3.6% | -10.7% | -16.0% |
| 1Y | -25.6% | +2.2% | -27.8% | -28.1% |
| All | -25.6% | +2.3% | -27.8% | -28.1% |
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