+150.5%
B vs SPG
+5,256.9%
-5,106.4%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.2% | -2.1% |
| 7D | -1.6% | -2.4% | +0.8% | -1.3% |
| 30D | +9.4% | -6.8% | +16.3% | +10.3% |
| 3M | +5.0% | +2.7% | +2.3% | +4.6% |
| 6M | -3.5% | +5.5% | -9.0% | -4.2% |
| YTD | +4.5% | +15.7% | -11.2% | +2.7% |
| 1Y | +67.8% | +20.9% | +46.9% | +64.2% |
| 3Y | +196.7% | +112.4% | +84.3% | +173.0% |
| 5Y | +151.9% | +101.4% | +50.6% | +131.3% |
| 10Y | +202.2% | +60.6% | +141.5% | +174.2% |
| All | +150.5% | +5,256.9% | -5,106.4% | +91.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling