+278.1%
C vs SPG
+5,805.1%
-5,527.0%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | 0.0% |
| 7D | -2.4% | +4.9% | -7.3% | -5.3% |
| 30D | -6.0% | +15.6% | -21.6% | -14.3% |
| 3M | -10.5% | +4.1% | -14.6% | -13.0% |
| 6M | -5.7% | +13.6% | -19.3% | -13.8% |
| YTD | +4.1% | +27.5% | -23.4% | -11.8% |
| 1Y | +20.5% | +32.2% | -11.7% | -0.3% |
| 3Y | +208.1% | +126.0% | +82.1% | +78.1% |
| 5Y | +110.4% | +74.7% | +35.7% | +39.3% |
| 10Y | +234.6% | +112.8% | +121.8% | +59.3% |
| All | +278.1% | +5,805.1% | -5,527.0% | -63.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling