+82.2%
UBER vs SPGI
+135.3%
-53.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.8% |
| 7D | -3.9% | +0.1% | -4.0% | -4.1% |
| 30D | +11.1% | +8.4% | +2.7% | +4.7% |
| 3M | +4.9% | +11.8% | -6.9% | -4.3% |
| 6M | -1.2% | +5.7% | -6.9% | -6.3% |
| YTD | -7.3% | -9.7% | +2.4% | -2.9% |
| 1Y | -17.6% | -12.5% | -5.2% | -12.4% |
| 3Y | +61.1% | +21.8% | +39.2% | +29.9% |
| 5Y | +87.9% | +8.2% | +79.7% | +63.1% |
| All | +82.2% | +135.3% | -53.0% | -27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling