+218.3%
C vs SPG
+116.4%
+101.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.1% | +1.5% | +1.5% |
| 7D | -0.4% | +2.7% | -3.2% | -1.7% |
| 30D | -5.3% | +16.6% | -21.9% | -12.4% |
| 3M | -8.0% | +8.1% | -16.1% | -11.7% |
| 6M | -0.3% | +19.3% | -19.6% | -9.3% |
| YTD | +8.6% | +31.1% | -22.4% | -6.1% |
| 1Y | +25.8% | +32.8% | -6.9% | +8.1% |
| 3Y | +221.2% | +135.8% | +85.4% | +104.7% |
| 5Y | +113.6% | +85.1% | +28.5% | +50.4% |
| 10Y | +218.3% | +115.9% | +102.4% | +76.8% |
| All | +218.3% | +116.4% | +101.9% | +76.8% |
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