+29.2%
DOW vs SPG
+21.3%
+7.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -3.2% |
| 7D | -2.4% | -2.4% | 0.0% | -2.7% |
| 30D | +0.4% | -6.8% | +7.2% | -0.6% |
| 3M | -14.4% | +2.7% | -17.1% | -14.4% |
| 6M | -7.0% | +5.5% | -12.4% | -5.8% |
| YTD | +30.2% | +15.7% | +14.5% | +24.8% |
| 1Y | +29.2% | +20.9% | +8.3% | +20.3% |
| All | +29.2% | +21.3% | +7.9% | +20.3% |
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