+40.4%
EXC vs SPG
+84.0%
-43.5%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.6% | +1.4% |
| 7D | +1.4% | +2.0% | -0.6% | +0.9% |
| 30D | +8.6% | +17.2% | -8.7% | +4.2% |
| 3M | +2.4% | +6.3% | -3.9% | +0.7% |
| 6M | +6.5% | +18.7% | -12.2% | +1.9% |
| YTD | +9.0% | +30.1% | -21.0% | +1.8% |
| 1Y | +4.6% | +32.8% | -28.2% | -2.8% |
| 3Y | +33.5% | +133.6% | -100.1% | +3.3% |
| All | +40.4% | +84.0% | -43.5% | +12.5% |
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