+22.6%
D vs SPG
+34.3%
-11.7%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.9% | +1.6% | +3.3% |
| 7D | +8.5% | +8.2% | +0.3% | +5.3% |
| 30D | +14.3% | +13.5% | +0.9% | +9.1% |
| 3M | +1.8% | +2.2% | -0.5% | +0.4% |
| 6M | +13.0% | +15.9% | -2.8% | +7.1% |
| YTD | +22.7% | +27.6% | -4.8% | +13.0% |
| 1Y | +22.6% | +30.9% | -8.3% | +11.7% |
| All | +22.6% | +34.3% | -11.7% | +11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling