+95.1%
F vs SPG
+59.6%
+35.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.0% | +2.4% | +1.9% |
| 7D | +5.3% | -2.4% | +7.7% | +6.5% |
| 30D | +4.6% | -6.8% | +11.4% | +8.2% |
| 3M | -3.7% | +2.7% | -6.3% | -5.2% |
| 6M | +16.8% | +5.5% | +11.4% | +13.3% |
| YTD | +15.3% | +15.7% | -0.4% | +6.8% |
| 1Y | +31.0% | +20.9% | +10.1% | +18.6% |
| 3Y | +45.4% | +112.4% | -66.9% | -0.4% |
| 5Y | +54.7% | +101.4% | -46.7% | +9.1% |
| All | +95.1% | +59.6% | +35.5% | +30.7% |
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