-26.3%
EW vs SPG
+102.5%
-128.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.5% |
| 7D | -0.3% | -2.4% | +2.0% | +0.6% |
| 30D | +1.0% | -6.8% | +7.9% | +3.7% |
| 3M | +2.8% | +2.7% | +0.1% | +1.5% |
| 6M | +5.5% | +5.5% | 0.0% | +2.9% |
| YTD | +5.5% | +15.7% | -10.3% | -0.9% |
| 1Y | +11.0% | +20.9% | -9.8% | +2.4% |
| 3Y | +17.7% | +112.4% | -94.7% | -16.2% |
| All | -26.3% | +102.5% | -128.8% | -45.8% |
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 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