-10.2%
DOW vs SPG
+77.2%
-87.5%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | -2.4% | -2.2% | -0.2% | -1.4% |
| 30D | -4.1% | -5.8% | +1.7% | -1.7% |
| 3M | -12.4% | -2.8% | -9.6% | -11.8% |
| 6M | -10.6% | +8.9% | -19.5% | -15.0% |
| YTD | +31.1% | +14.3% | +16.8% | +21.7% |
| 1Y | +30.5% | +19.5% | +11.0% | +18.8% |
| 3Y | -34.4% | +106.9% | -141.3% | -53.2% |
| 5Y | -35.5% | +108.7% | -144.2% | -55.1% |
| All | -10.2% | +77.2% | -87.5% | -23.9% |
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