-1.6%
F vs SPG
+32.2%
-33.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.0% | -1.4% | -0.2% |
| 7D | -0.6% | +5.1% | -5.7% | -2.6% |
| 30D | +2.9% | +16.8% | -14.0% | -3.0% |
| 3M | -9.5% | +5.7% | -15.1% | -11.6% |
| 6M | +4.0% | +17.8% | -13.8% | -2.9% |
| YTD | -1.3% | +30.1% | -31.4% | -11.6% |
| All | -1.6% | +32.2% | -33.8% | -13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling