+1,265.5%
D vs SPG
+5,805.1%
-4,539.6%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.6% |
| 7D | +3.0% | +4.9% | -1.9% | +2.1% |
| 30D | +11.5% | +15.6% | -4.1% | +8.5% |
| 3M | +3.7% | +4.1% | -0.3% | +3.0% |
| 6M | +13.5% | +13.6% | 0.0% | +10.8% |
| YTD | +20.7% | +27.5% | -6.8% | +15.2% |
| 1Y | +18.2% | +32.2% | -14.0% | +12.0% |
| 3Y | +73.3% | +126.0% | -52.7% | +47.8% |
| 5Y | +12.3% | +74.7% | -62.5% | -0.8% |
| 10Y | +43.4% | +112.8% | -69.4% | +14.5% |
| All | +1,265.5% | +5,805.1% | -4,539.6% | +467.7% |
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 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