+5,241.4%
O vs SPG
+4,862.3%
+379.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.6% | -1.2% |
| 7D | +3.7% | +4.9% | -1.2% | +0.9% |
| 30D | +11.2% | +15.6% | -4.4% | +2.4% |
| 3M | -4.0% | +4.1% | -8.1% | -6.2% |
| 6M | -5.2% | +13.6% | -18.8% | -12.0% |
| YTD | +9.5% | +27.5% | -18.1% | -5.1% |
| 1Y | +10.6% | +32.2% | -21.6% | -6.2% |
| 3Y | +38.1% | +126.0% | -87.9% | -16.5% |
| 5Y | +10.2% | +74.7% | -64.5% | -25.2% |
| 10Y | +71.4% | +112.8% | -41.4% | -13.4% |
| All | +5,241.4% | +4,862.3% | +379.1% | +654.8% |
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 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