+1,671.7%
UL vs SPG
+5,923.7%
-4,252.0%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.5% |
| 7D | +0.3% | +5.1% | -4.8% | -0.7% |
| 30D | +7.0% | +16.8% | -9.9% | +3.9% |
| 3M | +5.8% | +5.7% | +0.1% | +4.7% |
| 6M | +16.1% | +17.8% | -1.7% | +12.6% |
| YTD | +4.5% | +30.1% | -25.6% | -0.6% |
| 1Y | -1.3% | +32.8% | -34.1% | -6.4% |
| 3Y | +35.0% | +137.2% | -102.3% | +13.7% |
| 5Y | +31.9% | +81.5% | -49.5% | +15.3% |
| 10Y | +99.3% | +116.5% | -17.3% | +55.8% |
| All | +1,671.7% | +5,923.7% | -4,252.0% | +697.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling