-13.5%
F vs SPG
+86.1%
-99.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.4% | -0.3% |
| 7D | -2.1% | +2.7% | -4.9% | -4.0% |
| 30D | +3.3% | +16.6% | -13.2% | -7.5% |
| 3M | -11.3% | +8.1% | -19.4% | -16.3% |
| 6M | +5.3% | +19.3% | -14.0% | -8.1% |
| YTD | -2.2% | +31.1% | -33.3% | -20.8% |
| 1Y | -3.5% | +32.8% | -36.3% | -22.7% |
| 3Y | +49.5% | +135.8% | -86.3% | -28.7% |
| 5Y | -13.5% | +85.1% | -98.6% | -51.7% |
| All | -13.5% | +86.1% | -99.7% | -51.7% |
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 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