+151.5%
EXC vs SPG
+61.5%
+89.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.2% | -0.5% | +0.4% |
| 7D | +1.2% | 0.0% | +1.2% | +1.2% |
| 30D | -2.7% | -4.9% | +2.2% | -1.5% |
| 3M | -1.0% | +3.3% | -4.3% | -1.8% |
| 6M | -9.3% | +11.2% | -20.5% | -11.8% |
| YTD | +3.6% | +17.1% | -13.4% | -0.6% |
| 1Y | +5.9% | +21.6% | -15.7% | +0.5% |
| 3Y | +21.3% | +111.9% | -90.6% | -1.7% |
| 5Y | +46.2% | +106.9% | -60.8% | +17.1% |
| 10Y | +151.5% | +62.2% | +89.3% | +132.4% |
| All | +151.5% | +61.5% | +89.9% | +132.4% |
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