+157.6%
B vs SPG
+102.5%
+55.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.0% |
| 7D | -1.6% | -2.4% | +0.8% | -1.1% |
| 30D | +9.4% | -6.8% | +16.3% | +11.1% |
| 3M | +5.0% | +2.7% | +2.3% | +4.1% |
| 6M | -3.5% | +5.5% | -9.0% | -4.9% |
| YTD | +4.5% | +15.7% | -11.2% | +0.9% |
| 1Y | +67.8% | +20.9% | +46.9% | +60.4% |
| 3Y | +196.7% | +112.4% | +84.3% | +148.6% |
| All | +157.6% | +102.5% | +55.1% | +111.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling