+336.0%
IR vs SPG
+139.7%
+196.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -1.0% |
| 7D | +1.1% | +2.7% | -1.7% | 0.0% |
| 30D | +7.6% | +16.6% | -9.0% | +0.8% |
| 3M | +0.1% | +8.1% | -8.0% | -3.2% |
| 6M | +14.0% | +19.3% | -5.4% | +5.6% |
| YTD | +7.5% | +31.1% | -23.6% | -4.1% |
| 1Y | +10.1% | +32.8% | -22.6% | -2.2% |
| 3Y | +24.9% | +135.8% | -110.9% | -12.2% |
| 5Y | +46.9% | +85.1% | -38.2% | +11.5% |
| All | +336.0% | +139.7% | +196.3% | +180.8% |
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