+223.5%
C vs SPG
+109.7%
+113.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.1% |
| 7D | -2.4% | +4.9% | -7.3% | -4.7% |
| 30D | -6.0% | +15.6% | -21.6% | -12.7% |
| 3M | -10.5% | +4.1% | -14.6% | -12.5% |
| 6M | -5.7% | +13.6% | -19.3% | -12.2% |
| YTD | +4.1% | +27.5% | -23.4% | -8.7% |
| 1Y | +20.5% | +32.2% | -11.7% | +3.7% |
| 3Y | +208.1% | +126.0% | +82.1% | +100.6% |
| 5Y | +110.4% | +74.7% | +35.7% | +52.4% |
| All | +223.5% | +109.7% | +113.8% | +82.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling