+118.3%
ALL vs SPG
+136.2%
-17.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.5% | +2.2% | +1.9% |
| 7D | 0.0% | +3.1% | -3.1% | -1.0% |
| 30D | +12.8% | +16.4% | -3.6% | +7.6% |
| 3M | +4.7% | +7.1% | -2.4% | +2.4% |
| 6M | +24.9% | +16.1% | +8.9% | +19.3% |
| YTD | +30.0% | +30.4% | -0.5% | +19.9% |
| 1Y | +29.9% | +33.0% | -3.0% | +19.2% |
| All | +118.3% | +136.2% | -17.9% | +89.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling