+125.6%
EW vs SPG
+59.6%
+66.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | 0.0% |
| 7D | -5.1% | -1.7% | -3.5% | -4.7% |
| 30D | -6.4% | -6.3% | -0.1% | -4.9% |
| 3M | -1.6% | -2.4% | +0.9% | -1.1% |
| 6M | +2.3% | +9.6% | -7.4% | -0.3% |
| YTD | +1.1% | +14.2% | -13.1% | -2.5% |
| 1Y | +8.0% | +19.3% | -11.3% | +3.0% |
| 3Y | +16.3% | +106.7% | -90.4% | -3.9% |
| 5Y | -29.4% | +104.2% | -133.6% | -42.0% |
| 10Y | +125.6% | +63.7% | +61.9% | +113.4% |
| All | +125.6% | +59.6% | +66.0% | +113.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling