-10.8%
DOW vs SPG
+79.5%
-90.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.6% |
| 7D | -2.4% | -2.4% | 0.0% | -1.4% |
| 30D | +0.4% | -6.8% | +7.2% | +3.4% |
| 3M | -14.4% | +2.7% | -17.1% | -15.9% |
| 6M | -7.0% | +5.5% | -12.4% | -10.3% |
| YTD | +30.2% | +15.7% | +14.5% | +20.3% |
| 1Y | +29.2% | +20.9% | +8.3% | +17.0% |
| 3Y | -36.7% | +112.4% | -149.1% | -55.3% |
| 5Y | -37.7% | +101.4% | -139.0% | -56.0% |
| All | -10.8% | +79.5% | -90.3% | -24.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling