+175.9%
B vs SPG
+137.4%
+38.6%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -2.7% | +2.7% | -5.4% | -3.3% |
| 30D | -4.3% | +16.6% | -20.9% | -7.8% |
| 3M | -2.3% | +8.1% | -10.4% | -4.2% |
| 6M | -16.2% | +19.3% | -35.6% | -20.1% |
| YTD | -8.8% | +31.1% | -39.9% | -15.1% |
| 1Y | +11.4% | +32.8% | -21.4% | +3.4% |
| All | +175.9% | +137.4% | +38.6% | +101.4% |
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 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