+140.7%
GOOG vs SPG
+106.5%
+34.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.4% | +0.3% | -1.5% |
| 7D | -1.6% | -1.7% | +0.1% | -1.1% |
| 30D | -7.7% | -6.3% | -1.4% | -6.1% |
| 3M | -9.3% | -2.4% | -6.9% | -8.9% |
| 6M | +7.4% | +9.6% | -2.2% | +4.5% |
| YTD | +4.9% | +14.2% | -9.4% | +0.8% |
| 1Y | +37.2% | +19.3% | +17.9% | +30.2% |
| All | +140.7% | +106.5% | +34.2% | +96.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling