-20.2%
DOW vs SPG
+135.6%
-155.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | -0.1% | -0.2% |
| 7D | +5.2% | +2.0% | +3.2% | +4.2% |
| 30D | +13.2% | +17.2% | -4.1% | +4.9% |
| 3M | +10.1% | +6.3% | +3.8% | +6.7% |
| 6M | -13.1% | +18.7% | -31.8% | -21.2% |
| YTD | +46.1% | +30.1% | +16.0% | +23.5% |
| 1Y | +50.0% | +32.8% | +17.3% | +25.1% |
| 3Y | -20.2% | +133.6% | -153.8% | -53.8% |
| All | -20.2% | +135.6% | -155.8% | -53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling