+30.5%
ALL vs SPG
+33.1%
-2.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.6% |
| 7D | -0.1% | +5.6% | -5.7% | -2.4% |
| 30D | +13.8% | +17.6% | -3.8% | +6.7% |
| 3M | -2.8% | +7.5% | -10.2% | -5.9% |
| 6M | +23.7% | +18.5% | +5.1% | +15.8% |
| YTD | +27.3% | +30.9% | -3.7% | +15.2% |
| 1Y | +30.5% | +34.1% | -3.6% | +16.7% |
| All | +30.5% | +33.1% | -2.5% | +16.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling