+1,474.7%
EXC vs SPG
+5,256.9%
-3,782.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.8% |
| 7D | +0.3% | -2.4% | +2.7% | +0.9% |
| 30D | -3.7% | -6.8% | +3.1% | -1.9% |
| 3M | -1.3% | +2.7% | -4.0% | -2.0% |
| 6M | -9.7% | +5.5% | -15.2% | -11.1% |
| YTD | +2.9% | +15.7% | -12.8% | -1.2% |
| 1Y | +4.4% | +20.9% | -16.5% | -1.0% |
| 3Y | +22.2% | +112.4% | -90.2% | -1.4% |
| 5Y | +46.7% | +101.4% | -54.6% | +18.0% |
| 10Y | +155.3% | +60.6% | +94.7% | +98.3% |
| All | +1,474.7% | +5,256.9% | -3,782.2% | +403.4% |
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