+27.8%
DOW vs SPG
+19.3%
+8.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.9% | -0.9% |
| 7D | -6.0% | -1.7% | -4.4% | -6.2% |
| 30D | -2.7% | -6.3% | +3.5% | -3.7% |
| 3M | -10.5% | -2.4% | -8.0% | -10.9% |
| 6M | -12.4% | +9.6% | -22.1% | -13.4% |
| YTD | +30.0% | +14.2% | +15.8% | +24.4% |
| 1Y | +27.8% | +19.3% | +8.5% | +19.0% |
| All | +27.8% | +19.3% | +8.5% | +19.0% |
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 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