-35.9%
DOW vs SPG
+106.4%
-142.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.7% | -0.1% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | +2.0% | -4.9% | +6.9% | +4.3% |
| 3M | -12.5% | +3.3% | -15.8% | -14.5% |
| 6M | -9.2% | +11.2% | -20.4% | -15.3% |
| YTD | +30.8% | +17.1% | +13.7% | +18.3% |
| 1Y | +29.4% | +21.6% | +7.8% | +14.6% |
| 3Y | -34.6% | +111.9% | -146.4% | -56.3% |
| 5Y | -35.9% | +106.9% | -142.9% | -60.0% |
| All | -35.9% | +106.4% | -142.3% | -60.0% |
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 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