+7,328.4%
EW vs SPG
+3,470.8%
+3,857.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +1.1% |
| 7D | +11.0% | +4.9% | +6.1% | +9.9% |
| 30D | +19.1% | +15.6% | +3.5% | +15.4% |
| 3M | +14.4% | +4.1% | +10.3% | +13.3% |
| 6M | +22.8% | +13.6% | +9.2% | +19.3% |
| YTD | +19.8% | +27.5% | -7.7% | +13.4% |
| 1Y | +23.9% | +32.2% | -8.3% | +16.3% |
| 3Y | +52.2% | +126.0% | -73.8% | +26.6% |
| 5Y | -13.9% | +74.7% | -88.7% | -25.1% |
| 10Y | +241.9% | +112.8% | +129.0% | +163.5% |
| All | +7,328.4% | +3,470.8% | +3,857.6% | +2,003.4% |
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 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