+81.9%
UBER vs SPYG
+82.6%
-0.7%
-57.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +3.0% |
| 7D | -4.5% | -1.8% | -2.7% | -2.6% |
| 30D | -7.6% | -1.9% | -5.7% | -5.8% |
| 3M | +5.8% | +5.2% | +0.6% | -0.7% |
| 6M | +0.3% | +15.6% | -15.3% | -15.6% |
| YTD | -11.2% | +12.4% | -23.6% | -23.2% |
| 1Y | -23.0% | +17.5% | -40.4% | -36.7% |
| 3Y | +53.6% | +98.1% | -44.5% | -35.1% |
| 5Y | +81.9% | +84.9% | -3.0% | -11.0% |
| All | +81.9% | +82.6% | -0.7% | -11.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 5y: compounded portfolio wealth divided by compounded SPYG 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…
5y analysis · Full analysis span regression · 6 months rolling