+1,381.0%
NET vs SPG
+114.3%
+1,266.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | -3.2% |
| 7D | -16.4% | +8.2% | -24.5% | -17.8% |
| 30D | -25.8% | +13.5% | -39.3% | -27.9% |
| 3M | -11.5% | +2.2% | -13.8% | -12.1% |
| 6M | +18.9% | +15.9% | +3.1% | +14.6% |
| YTD | +35.2% | +27.6% | +7.6% | +27.1% |
| 1Y | +14.5% | +30.9% | -16.5% | +6.9% |
| 3Y | +313.8% | +124.5% | +189.3% | +246.9% |
| 5Y | +32.6% | +79.9% | -47.3% | +10.5% |
| All | +1,381.0% | +114.3% | +1,266.7% | +1,657.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling