+74.3%
F vs SPG
+117.2%
-43.0%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.6% | -1.4% | -1.0% |
| 7D | +1.0% | +5.6% | -4.6% | -1.7% |
| 30D | +2.1% | +17.6% | -15.5% | -5.6% |
| 3M | -10.3% | +7.5% | -17.7% | -13.4% |
| 6M | +3.3% | +18.5% | -15.3% | -5.3% |
| YTD | -2.0% | +30.9% | -32.9% | -14.5% |
| 1Y | -2.3% | +34.1% | -36.4% | -15.7% |
| 3Y | +49.9% | +135.5% | -85.6% | -2.5% |
| 5Y | -12.5% | +86.5% | -99.0% | -36.9% |
| 10Y | +74.3% | +116.1% | -41.8% | +4.1% |
| All | +74.3% | +117.2% | -43.0% | +4.1% |
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