+208.8%
C vs SPG
+117.2%
+91.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | -0.1% |
| 7D | -0.4% | +5.6% | -5.9% | -3.0% |
| 30D | -5.2% | +17.6% | -22.7% | -12.7% |
| 3M | -9.1% | +7.5% | -16.5% | -12.5% |
| 6M | -1.6% | +18.5% | -20.1% | -10.2% |
| YTD | +6.9% | +30.9% | -24.0% | -7.5% |
| 1Y | +23.0% | +34.1% | -11.1% | +5.1% |
| 3Y | +216.1% | +135.5% | +80.6% | +101.6% |
| 5Y | +112.2% | +86.5% | +25.7% | +48.9% |
| 10Y | +208.8% | +116.1% | +92.7% | +71.2% |
| All | +208.8% | +117.2% | +91.5% | +71.2% |
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