+200.5%
B vs SPG
+117.3%
+83.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.2% | +4.1% |
| 7D | +11.3% | +5.1% | +6.2% | +10.9% |
| 30D | +2.9% | +16.8% | -13.9% | +1.8% |
| 3M | -2.9% | +5.7% | -8.5% | -3.3% |
| 6M | -1.2% | +17.8% | -19.0% | -2.4% |
| YTD | -1.3% | +30.1% | -31.4% | -3.3% |
| 1Y | +30.4% | +32.8% | -2.4% | +27.7% |
| 3Y | +195.3% | +137.2% | +58.1% | +178.3% |
| 5Y | +146.2% | +81.5% | +64.8% | +132.6% |
| 10Y | +200.5% | +116.5% | +84.0% | +189.4% |
| All | +200.5% | +117.3% | +83.2% | +189.4% |
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