-9.0%
UL vs SPG
+19.3%
-28.2%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.8% | -0.4% |
| 7D | -3.2% | -1.7% | -1.6% | -2.4% |
| 30D | -0.6% | -6.3% | +5.7% | +2.8% |
| 3M | +9.4% | -2.4% | +11.9% | +11.5% |
| 6M | -4.1% | +9.6% | -13.8% | -7.0% |
| YTD | -2.0% | +14.2% | -16.2% | -6.8% |
| 1Y | -9.0% | +19.3% | -28.3% | -14.5% |
| All | -9.0% | +19.3% | -28.2% | -14.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling