+183.8%
EXC vs SPG
+117.3%
+66.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.0% | -1.9% | -0.4% |
| 7D | -1.7% | +5.1% | -6.8% | -3.0% |
| 30D | +9.3% | +16.8% | -7.5% | +5.1% |
| 3M | +1.0% | +5.7% | -4.6% | -0.4% |
| 6M | +5.9% | +17.8% | -11.9% | +1.7% |
| YTD | +7.6% | +30.1% | -22.5% | +0.5% |
| 1Y | +2.4% | +32.8% | -30.4% | -4.9% |
| 3Y | +30.2% | +137.2% | -107.0% | +2.8% |
| 5Y | +41.4% | +81.5% | -40.1% | +17.5% |
| 10Y | +183.8% | +116.5% | +67.2% | +119.8% |
| All | +183.8% | +117.3% | +66.5% | +119.8% |
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 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