+488.5%
NDAQ vs SPG
+113.9%
+374.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.1% |
| 7D | +1.3% | +2.0% | -0.7% | +0.8% |
| 30D | +18.0% | +17.2% | +0.7% | +13.9% |
| 3M | +11.5% | +6.3% | +5.2% | +10.0% |
| 6M | +21.1% | +18.7% | +2.4% | +16.5% |
| YTD | +12.8% | +30.1% | -17.3% | +6.3% |
| 1Y | +25.7% | +32.8% | -7.1% | +17.9% |
| 3Y | +116.8% | +133.6% | -16.8% | +80.6% |
| 5Y | +67.3% | +84.4% | -17.1% | +43.4% |
| All | +488.5% | +113.9% | +374.5% | +405.0% |
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