+32.6%
NET vs SPG
+79.1%
-46.5%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | -4.9% |
| 7D | -16.4% | +8.2% | -24.5% | -21.7% |
| 30D | -25.8% | +13.5% | -39.3% | -33.5% |
| 3M | -11.5% | +2.2% | -13.8% | -13.8% |
| 6M | +18.9% | +15.9% | +3.1% | +2.4% |
| YTD | +35.2% | +27.6% | +7.6% | +4.9% |
| 1Y | +14.5% | +30.9% | -16.5% | -13.5% |
| 3Y | +313.8% | +124.5% | +189.3% | +68.4% |
| 5Y | +32.6% | +79.9% | -47.3% | -42.8% |
| All | +32.6% | +79.1% | -46.5% | -42.8% |
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 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