+21.4%
UL vs SPG
+106.4%
-85.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.3% |
| 7D | -1.3% | 0.0% | -1.3% | -1.3% |
| 30D | +0.9% | -4.9% | +5.9% | +2.1% |
| 3M | +14.2% | +3.3% | +10.9% | +13.6% |
| 6M | -3.2% | +11.2% | -14.4% | -5.2% |
| YTD | -0.3% | +17.1% | -17.4% | -3.4% |
| 1Y | -8.8% | +21.6% | -30.4% | -12.2% |
| 3Y | +23.9% | +111.9% | -88.0% | +5.1% |
| 5Y | +21.4% | +106.9% | -85.6% | -0.7% |
| All | +21.4% | +106.4% | -85.0% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling