+43.8%
D vs SPG
+117.3%
-73.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.9% |
| 7D | +0.8% | +5.1% | -4.3% | -0.1% |
| 30D | +10.7% | +16.8% | -6.1% | +7.8% |
| 3M | +2.3% | +5.7% | -3.4% | +1.3% |
| 6M | +12.5% | +17.8% | -5.3% | +9.4% |
| YTD | +20.1% | +30.1% | -10.0% | +14.7% |
| 1Y | +15.6% | +32.8% | -17.2% | +10.0% |
| 3Y | +75.2% | +137.2% | -62.0% | +51.5% |
| 5Y | +14.6% | +81.5% | -66.9% | +1.7% |
| 10Y | +43.8% | +116.5% | -72.8% | +39.7% |
| All | +43.8% | +117.3% | -73.5% | +39.7% |
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 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