-17.2%
F vs SPG
+84.0%
-101.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | -3.1% | +2.0% | -5.1% | -4.5% |
| 30D | 0.0% | +17.2% | -17.2% | -10.8% |
| 3M | -13.2% | +6.3% | -19.5% | -17.1% |
| 6M | -10.2% | +18.7% | -28.9% | -21.1% |
| YTD | -4.9% | +30.1% | -35.0% | -22.6% |
| 1Y | -6.1% | +32.8% | -38.8% | -24.7% |
| 3Y | +46.0% | +133.6% | -87.6% | -29.9% |
| All | -17.2% | +84.0% | -101.2% | -53.4% |
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