+10.1%
IR vs SPG
+111.2%
-101.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.9% |
| 7D | -2.8% | -2.4% | -0.4% | -1.3% |
| 30D | -15.1% | -6.8% | -8.3% | -11.2% |
| 3M | +6.1% | +2.7% | +3.4% | +4.0% |
| 6M | -16.8% | +5.5% | -22.3% | -19.8% |
| YTD | -3.5% | +15.7% | -19.2% | -12.2% |
| 1Y | -3.5% | +20.9% | -24.4% | -14.6% |
| All | +10.1% | +111.2% | -101.1% | -28.7% |
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 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