+75.9%
UBER vs SPYG
+244.3%
-168.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -2.9% |
| 7D | -2.8% | +1.2% | -4.0% | -4.1% |
| 30D | -2.5% | -1.6% | -1.0% | -1.0% |
| 3M | +4.4% | +3.4% | +1.0% | -0.2% |
| 6M | -2.7% | +18.9% | -21.6% | -20.9% |
| YTD | -10.5% | +13.8% | -24.3% | -23.8% |
| 1Y | -22.5% | +20.6% | -43.1% | -38.3% |
| 3Y | +54.8% | +100.5% | -45.7% | -33.5% |
| 5Y | +82.5% | +84.6% | -2.1% | -11.5% |
| All | +75.9% | +244.3% | -168.4% | -59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling