+374.8%
ALL vs SPG
+109.7%
+265.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +0.8% | -5.3% | -4.7% |
| 7D | -1.9% | +4.9% | -6.8% | -3.2% |
| 30D | +13.8% | +15.6% | -1.8% | +9.3% |
| 3M | -7.0% | +4.1% | -11.1% | -8.0% |
| 6M | +18.0% | +13.6% | +4.5% | +13.9% |
| YTD | +24.2% | +27.5% | -3.3% | +15.9% |
| 1Y | +31.2% | +32.2% | -1.1% | +21.2% |
| 3Y | +107.5% | +126.0% | -18.5% | +64.0% |
| 5Y | +144.8% | +74.7% | +70.1% | +103.5% |
| All | +374.8% | +109.7% | +265.1% | +256.9% |
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