+0.4%
DOW vs SPG
+102.3%
-101.9%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | +3.7% | +3.1% | +0.5% | +2.3% |
| 30D | +16.3% | +16.4% | -0.2% | +8.7% |
| 3M | +9.7% | +7.1% | +2.6% | +6.3% |
| 6M | -14.1% | +16.1% | -30.2% | -20.2% |
| YTD | +46.6% | +30.4% | +16.2% | +28.4% |
| 1Y | +56.8% | +33.0% | +23.9% | +36.2% |
| 3Y | -20.4% | +134.6% | -155.0% | -46.2% |
| 5Y | -27.4% | +84.9% | -112.3% | -46.9% |
| All | +0.4% | +102.3% | -101.9% | -19.7% |
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