+220.1%
C vs SPG
+117.3%
+102.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.0% | +0.4% | +1.4% |
| 7D | -0.9% | +5.1% | -6.0% | -3.3% |
| 30D | -5.4% | +16.8% | -22.2% | -12.6% |
| 3M | -9.2% | +5.7% | -14.8% | -11.8% |
| 6M | -1.8% | +17.8% | -19.6% | -10.2% |
| YTD | +6.7% | +30.1% | -23.4% | -7.4% |
| 1Y | +23.5% | +32.8% | -9.3% | +6.1% |
| 3Y | +219.8% | +137.2% | +82.6% | +103.2% |
| 5Y | +112.4% | +81.5% | +31.0% | +51.0% |
| 10Y | +220.1% | +116.5% | +103.6% | +78.0% |
| All | +220.1% | +117.3% | +102.8% | +78.0% |
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