+7.1%
LOW vs SPG
+84.0%
-76.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.3% |
| 7D | +1.4% | +2.0% | -0.6% | +0.3% |
| 30D | +21.7% | +17.2% | +4.5% | +11.7% |
| 3M | +5.0% | +6.3% | -1.3% | +1.6% |
| 6M | +4.6% | +18.7% | -14.1% | -4.5% |
| YTD | -3.5% | +30.1% | -33.6% | -16.3% |
| 1Y | +0.5% | +32.8% | -32.2% | -13.8% |
| 3Y | +24.8% | +133.6% | -108.8% | -21.9% |
| All | +7.1% | +84.0% | -76.9% | -28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling