+1,449.6%
NET vs SPG
+94.3%
+1,355.2%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.0% | -1.0% | -1.8% |
| 7D | -7.0% | -2.4% | -4.6% | -6.5% |
| 30D | -4.8% | -6.8% | +2.0% | -3.3% |
| 3M | +3.8% | +2.7% | +1.2% | +3.0% |
| 6M | +50.0% | +5.5% | +44.6% | +47.4% |
| YTD | +41.5% | +15.7% | +25.8% | +36.0% |
| 1Y | +32.8% | +20.9% | +12.0% | +26.3% |
| 3Y | +335.9% | +112.4% | +223.5% | +271.1% |
| 5Y | +113.8% | +101.4% | +12.5% | +82.2% |
| All | +1,449.6% | +94.3% | +1,355.2% | +1,781.2% |
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