+67.7%
UL vs SPG
+59.6%
+8.1%
-30.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.8% | -1.3% |
| 7D | -3.2% | -1.7% | -1.6% | -3.0% |
| 30D | -0.6% | -6.3% | +5.7% | +0.3% |
| 3M | +9.4% | -2.4% | +11.9% | +9.9% |
| 6M | -4.1% | +9.6% | -13.8% | -5.3% |
| YTD | -2.0% | +14.2% | -16.2% | -3.7% |
| 1Y | -9.0% | +19.3% | -28.3% | -11.1% |
| 3Y | +21.8% | +106.7% | -84.9% | +10.0% |
| 5Y | +20.6% | +104.2% | -83.6% | +8.0% |
| 10Y | +67.7% | +63.7% | +4.0% | +58.8% |
| All | +67.7% | +59.6% | +8.1% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling