+23.6%
EW vs SPG
+32.6%
-9.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +4.9% | +3.1% | +1.8% | +4.1% |
| 30D | +24.1% | +16.4% | +7.6% | +19.9% |
| 3M | +13.7% | +7.1% | +6.6% | +11.8% |
| 6M | +32.7% | +16.1% | +16.6% | +27.6% |
| YTD | +24.1% | +30.4% | -6.3% | +16.0% |
| 1Y | +23.6% | +33.0% | -9.4% | +14.1% |
| All | +23.6% | +32.6% | -9.0% | +14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling