+345.2%
IR vs SPG
+137.9%
+207.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +2.0% | +2.7% | +3.8% |
| 7D | +5.0% | +5.1% | -0.1% | +2.9% |
| 30D | +10.3% | +16.8% | -6.5% | +3.2% |
| 3M | -0.1% | +5.7% | -5.7% | -2.5% |
| 6M | +14.8% | +17.8% | -3.0% | +6.9% |
| YTD | +9.7% | +30.1% | -20.4% | -1.7% |
| 1Y | +12.2% | +32.8% | -20.6% | -0.3% |
| 3Y | +30.0% | +137.2% | -107.2% | -8.8% |
| 5Y | +46.8% | +81.5% | -34.6% | +12.3% |
| All | +345.2% | +137.9% | +207.3% | +187.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling