+112.4%
C vs SPG
+83.3%
+29.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | +4.7% | +3.1% | +1.6% | +3.0% |
| 30D | +0.2% | +16.4% | -16.3% | -7.9% |
| 3M | -9.3% | +7.1% | -16.4% | -12.8% |
| 6M | -0.8% | +16.1% | -16.9% | -9.4% |
| YTD | +8.5% | +30.4% | -21.9% | -7.5% |
| 1Y | +23.1% | +33.0% | -9.9% | +3.7% |
| 3Y | +220.8% | +134.6% | +86.1% | +93.1% |
| 5Y | +112.4% | +84.9% | +27.5% | +34.1% |
| All | +112.4% | +83.3% | +29.1% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling