+356.1%
ALL vs SPG
+61.5%
+294.6%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.5% | -2.7% |
| 7D | -1.7% | 0.0% | -1.7% | -1.7% |
| 30D | -4.7% | -4.9% | +0.3% | -3.4% |
| 3M | +18.4% | +3.3% | +15.1% | +17.2% |
| 6M | +20.5% | +11.2% | +9.3% | +16.9% |
| YTD | +23.5% | +17.1% | +6.5% | +18.1% |
| 1Y | +29.0% | +21.6% | +7.4% | +21.9% |
| 3Y | +153.7% | +111.9% | +41.8% | +104.1% |
| 5Y | +114.8% | +106.9% | +7.9% | +71.1% |
| 10Y | +356.1% | +62.2% | +293.9% | +271.3% |
| All | +356.1% | +61.5% | +294.6% | +271.3% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling