+376.0%
NDAQ vs SPG
+61.5%
+314.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.2% | -3.1% | -2.2% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | +0.5% | -4.9% | +5.4% | +1.6% |
| 3M | +9.9% | +3.3% | +6.6% | +9.1% |
| 6M | +8.2% | +11.2% | -3.0% | +5.5% |
| YTD | -1.5% | +17.1% | -18.5% | -5.0% |
| 1Y | +1.3% | +21.6% | -20.3% | -3.2% |
| 3Y | +92.6% | +111.9% | -19.3% | +63.8% |
| 5Y | +53.8% | +106.9% | -53.1% | +30.3% |
| 10Y | +376.0% | +62.2% | +313.8% | +339.2% |
| All | +376.0% | +61.5% | +314.4% | +339.2% |
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