+236.1%
EW vs SPG
+117.2%
+118.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.3% | -0.8% |
| 7D | +9.3% | +5.6% | +3.7% | +7.9% |
| 30D | +22.1% | +17.6% | +4.5% | +17.4% |
| 3M | +13.0% | +7.5% | +5.6% | +11.0% |
| 6M | +30.1% | +18.5% | +11.5% | +24.6% |
| YTD | +22.0% | +30.9% | -8.9% | +13.9% |
| 1Y | +23.7% | +34.1% | -10.4% | +14.8% |
| 3Y | +62.0% | +135.5% | -73.5% | +30.5% |
| 5Y | -12.4% | +86.5% | -99.0% | -26.7% |
| 10Y | +236.1% | +116.1% | +120.0% | +153.2% |
| All | +236.1% | +117.2% | +118.8% | +153.2% |
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