-34.9%
DOW vs SPG
+104.3%
-139.2%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | +1.1% |
| 7D | -6.0% | -2.7% | -3.3% | -4.8% |
| 30D | -2.7% | -7.3% | +4.5% | +0.7% |
| 3M | -10.5% | -3.5% | -7.0% | -9.7% |
| 6M | -12.4% | +8.5% | -20.9% | -18.1% |
| YTD | +30.0% | +13.0% | +17.0% | +17.9% |
| 1Y | +27.8% | +18.0% | +9.8% | +12.4% |
| All | -34.9% | +104.3% | -139.2% | -58.0% |
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 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