+371.6%
ALL vs SPG
+113.9%
+257.7%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.6% | +0.4% |
| 7D | +5.0% | +2.0% | +3.0% | +4.5% |
| 30D | +13.3% | +17.2% | -3.9% | +8.5% |
| 3M | +3.2% | +6.3% | -3.1% | +1.4% |
| 6M | +25.3% | +18.7% | +6.7% | +19.5% |
| YTD | +30.5% | +30.1% | +0.4% | +21.1% |
| 1Y | +29.2% | +32.8% | -3.6% | +19.2% |
| 3Y | +119.1% | +133.6% | -14.5% | +71.6% |
| 5Y | +162.6% | +84.4% | +78.2% | +115.3% |
| All | +371.6% | +113.9% | +257.7% | +251.1% |
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 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