+24.0%
B vs SPG
+32.2%
-8.2%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.0% | +2.2% | +3.6% |
| 7D | +11.3% | +5.1% | +6.2% | +9.8% |
| 30D | +2.9% | +16.8% | -13.9% | -1.1% |
| 3M | -2.9% | +5.7% | -8.5% | -4.6% |
| 6M | -1.2% | +17.8% | -19.0% | -6.8% |
| YTD | -1.3% | +30.1% | -31.4% | -9.2% |
| All | +24.0% | +32.2% | -8.2% | +12.2% |
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