+82.7%
O vs SPG
+117.2%
-34.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.6% | -0.2% |
| 7D | +3.5% | +5.6% | -2.0% | +1.0% |
| 30D | +10.4% | +17.6% | -7.2% | +2.6% |
| 3M | -2.4% | +7.5% | -9.9% | -5.6% |
| 6M | -1.2% | +18.5% | -19.8% | -8.6% |
| YTD | +10.4% | +30.9% | -20.5% | -2.5% |
| 1Y | +11.4% | +34.1% | -22.7% | -2.7% |
| 3Y | +40.4% | +135.5% | -95.1% | -7.2% |
| 5Y | +12.1% | +86.5% | -74.4% | -19.3% |
| 10Y | +82.7% | +116.1% | -33.3% | +13.0% |
| All | +82.7% | +117.2% | -34.5% | +13.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling