+5,387.7%
O vs SPG
+4,401.6%
+986.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.2% |
| 7D | -0.7% | -2.4% | +1.6% | +0.6% |
| 30D | -1.9% | -6.8% | +5.0% | +2.1% |
| 3M | +3.8% | +2.7% | +1.2% | +2.2% |
| 6M | -4.7% | +5.5% | -10.2% | -7.8% |
| YTD | +12.5% | +15.7% | -3.2% | +3.0% |
| 1Y | +10.8% | +20.9% | -10.0% | -1.2% |
| 3Y | +28.8% | +112.4% | -83.6% | -19.4% |
| 5Y | +13.2% | +101.4% | -88.2% | -29.6% |
| 10Y | +53.5% | +60.6% | -7.2% | -7.7% |
| All | +5,387.7% | +4,401.6% | +986.1% | +720.0% |
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 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