+3.6%
GOOG vs SPG
+34.3%
-30.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.9% | +0.4% | +2.9% |
| 7D | -10.7% | +8.2% | -18.9% | -11.4% |
| 30D | -16.4% | +13.5% | -29.9% | -17.8% |
| 3M | -23.4% | +2.2% | -25.6% | -23.1% |
| 6M | -24.2% | +15.9% | -40.1% | -26.4% |
| YTD | -8.3% | +27.6% | -35.9% | -11.9% |
| 1Y | +3.6% | +30.9% | -27.3% | -0.3% |
| All | +3.6% | +34.3% | -30.7% | -0.3% |
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