+335.0%
C vs SPG
+5,256.9%
-4,921.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.3% |
| 7D | +3.6% | -2.4% | +6.0% | +5.2% |
| 30D | +0.1% | -6.8% | +6.9% | +4.6% |
| 3M | +2.4% | +2.7% | -0.3% | +0.1% |
| 6M | +24.9% | +5.5% | +19.5% | +19.9% |
| YTD | +19.8% | +15.7% | +4.1% | +8.1% |
| 1Y | +44.9% | +20.9% | +24.0% | +26.8% |
| 3Y | +263.0% | +112.4% | +150.6% | +118.4% |
| 5Y | +129.5% | +101.4% | +28.2% | +37.9% |
| 10Y | +291.6% | +60.6% | +231.0% | +125.5% |
| All | +335.0% | +5,256.9% | -4,921.9% | -55.0% |
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 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