-1.4%
DOW vs SPG
+103.3%
-104.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.3% |
| 7D | -0.5% | +2.7% | -3.2% | -1.7% |
| 30D | +15.7% | +16.6% | -0.8% | +8.2% |
| 3M | +5.3% | +8.1% | -2.8% | +1.6% |
| 6M | -14.2% | +19.3% | -33.5% | -21.2% |
| YTD | +43.9% | +31.1% | +12.8% | +25.7% |
| 1Y | +53.1% | +32.8% | +20.3% | +33.0% |
| 3Y | -21.8% | +135.8% | -157.6% | -47.3% |
| 5Y | -28.3% | +85.1% | -113.4% | -47.6% |
| All | -1.4% | +103.3% | -104.7% | -21.4% |
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