-3.5%
F vs SPG
+33.1%
-36.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.6% | -2.5% | -2.2% |
| 7D | -0.2% | +5.6% | -5.8% | -2.4% |
| 30D | +0.9% | +17.6% | -16.7% | -5.1% |
| 3M | -11.3% | +7.5% | -18.8% | -14.0% |
| 6M | +2.0% | +18.5% | -16.5% | -5.0% |
| YTD | -3.2% | +30.9% | -34.1% | -13.5% |
| 1Y | -3.5% | +34.1% | -37.6% | -15.8% |
| All | -3.5% | +33.1% | -36.5% | -15.8% |
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