+1,260.9%
D vs SPG
+5,961.7%
-4,700.8%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | +0.1% |
| 7D | +2.4% | +5.6% | -3.2% | +1.3% |
| 30D | +10.9% | +17.6% | -6.7% | +7.6% |
| 3M | +2.8% | +7.5% | -4.6% | +1.5% |
| 6M | +12.7% | +18.5% | -5.8% | +9.1% |
| YTD | +20.3% | +30.9% | -10.6% | +14.2% |
| 1Y | +17.1% | +34.1% | -17.0% | +10.7% |
| 3Y | +75.1% | +135.5% | -60.4% | +48.2% |
| 5Y | +13.1% | +86.5% | -73.4% | -1.2% |
| 10Y | +48.3% | +116.1% | -67.8% | +18.1% |
| All | +1,260.9% | +5,961.7% | -4,700.8% | +463.0% |
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