+5,286.6%
O vs SPG
+4,993.9%
+292.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.6% | -0.3% |
| 7D | +3.5% | +5.6% | -2.0% | +0.4% |
| 30D | +10.4% | +17.6% | -7.2% | +0.7% |
| 3M | -2.4% | +7.5% | -9.9% | -6.4% |
| 6M | -1.2% | +18.5% | -19.8% | -10.5% |
| YTD | +10.4% | +30.9% | -20.5% | -5.8% |
| 1Y | +11.4% | +34.1% | -22.7% | -6.2% |
| 3Y | +40.4% | +135.5% | -95.1% | -17.1% |
| 5Y | +12.1% | +86.5% | -74.4% | -26.7% |
| 10Y | +82.7% | +116.1% | -33.3% | -8.4% |
| All | +5,286.6% | +4,993.9% | +292.7% | +649.9% |
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