+13.7%
O vs SPG
+106.4%
-92.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.2% | -1.5% | -0.9% |
| 7D | -0.6% | 0.0% | -0.6% | -0.6% |
| 30D | -2.0% | -4.9% | +3.0% | +0.1% |
| 3M | +3.0% | +3.3% | -0.3% | +1.7% |
| 6M | -3.6% | +11.2% | -14.9% | -7.7% |
| YTD | +12.1% | +17.1% | -5.0% | +5.0% |
| 1Y | +8.9% | +21.6% | -12.7% | +0.3% |
| 3Y | +30.3% | +111.9% | -81.5% | -7.3% |
| 5Y | +13.7% | +106.9% | -93.2% | -22.8% |
| All | +13.7% | +106.4% | -92.7% | -22.8% |
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