+112.5%
NET vs SPG
+102.5%
+9.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.2% |
| 7D | -7.0% | -2.4% | -4.6% | -5.1% |
| 30D | -4.8% | -6.8% | +2.0% | +0.8% |
| 3M | +3.8% | +2.7% | +1.2% | +0.2% |
| 6M | +50.0% | +5.5% | +44.6% | +39.2% |
| YTD | +41.5% | +15.7% | +25.8% | +20.1% |
| 1Y | +32.8% | +20.9% | +12.0% | +7.4% |
| 3Y | +335.9% | +112.4% | +223.5% | +88.5% |
| All | +112.5% | +102.5% | +9.9% | -12.4% |
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