+7.8%
D vs SPG
+102.5%
-94.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.1% |
| 7D | +1.5% | -2.4% | +3.8% | +2.2% |
| 30D | -2.6% | -6.8% | +4.3% | -0.6% |
| 3M | 0.0% | +2.7% | -2.7% | -0.8% |
| 6M | +7.4% | +5.5% | +1.9% | +5.6% |
| YTD | +15.9% | +15.7% | +0.2% | +10.9% |
| 1Y | +18.1% | +20.9% | -2.7% | +11.6% |
| 3Y | +58.4% | +112.4% | -54.0% | +26.9% |
| All | +7.8% | +102.5% | -94.8% | -14.0% |
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 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