+138.0%
B vs SPG
+74.6%
+63.4%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.4% |
| 7D | +9.6% | +4.9% | +4.7% | +8.5% |
| 30D | +3.5% | +15.6% | -12.1% | +0.2% |
| 3M | -1.6% | +4.1% | -5.7% | -2.5% |
| 6M | -1.7% | +13.6% | -15.2% | -4.7% |
| YTD | -5.3% | +27.5% | -32.9% | -10.6% |
| 1Y | +27.2% | +32.2% | -5.0% | +19.2% |
| 3Y | +166.1% | +126.0% | +40.1% | +118.1% |
| All | +138.0% | +74.6% | +63.4% | +87.7% |
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