+50.6%
LYB vs SPG
+34.3%
+16.3%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.9% | -7.6% | -4.0% |
| 7D | -6.2% | +8.2% | -14.4% | -4.3% |
| 30D | +6.3% | +13.5% | -7.1% | +9.7% |
| 3M | +4.1% | +2.2% | +1.9% | +4.0% |
| 6M | -15.5% | +15.9% | -31.3% | -12.2% |
| YTD | +50.2% | +27.6% | +22.7% | +48.2% |
| 1Y | +50.6% | +30.9% | +19.7% | +41.7% |
| All | +50.6% | +34.3% | +16.3% | +41.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling