+24.0%
NDAQ vs SPG
+32.6%
-8.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.7% |
| 7D | +1.7% | +3.1% | -1.4% | +0.4% |
| 30D | +16.2% | +16.4% | -0.2% | +9.7% |
| 3M | +14.0% | +7.1% | +6.9% | +10.3% |
| 6M | +22.3% | +16.1% | +6.2% | +15.9% |
| YTD | +13.0% | +30.4% | -17.4% | +1.3% |
| 1Y | +24.0% | +33.0% | -9.0% | +9.8% |
| All | +24.0% | +32.6% | -8.6% | +9.8% |
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