-15.8%
F vs SPG
+74.6%
-90.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.8% | -1.5% | -1.3% |
| 7D | +1.6% | +4.9% | -3.3% | -1.9% |
| 30D | +2.6% | +15.6% | -13.0% | -7.6% |
| 3M | -8.8% | +4.1% | -12.9% | -11.5% |
| 6M | +4.6% | +13.6% | -8.9% | -5.4% |
| YTD | -1.9% | +27.5% | -29.4% | -19.0% |
| 1Y | -0.8% | +32.2% | -33.0% | -20.3% |
| 3Y | +43.5% | +126.0% | -82.5% | -29.4% |
| All | -15.8% | +74.6% | -90.4% | -51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling