-29.6%
DOW vs SPG
+83.5%
-113.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.0% | +1.4% |
| 7D | -6.8% | +5.6% | -12.4% | -9.3% |
| 30D | +10.8% | +17.6% | -6.8% | +2.5% |
| 3M | +4.1% | +7.5% | -3.3% | +0.4% |
| 6M | -12.7% | +18.5% | -31.3% | -20.5% |
| YTD | +39.2% | +30.9% | +8.3% | +19.1% |
| 1Y | +49.5% | +34.1% | +15.4% | +26.3% |
| 3Y | -24.4% | +135.5% | -159.9% | -52.3% |
| 5Y | -29.6% | +86.5% | -116.1% | -53.8% |
| All | -29.6% | +83.5% | -113.1% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling