+655.3%
P vs SPG
+116.4%
+538.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.4% |
| 7D | -4.7% | +2.7% | -7.5% | -5.6% |
| 30D | -31.4% | +16.6% | -48.0% | -35.6% |
| 3M | -2.6% | +8.1% | -10.7% | -5.8% |
| 6M | +21.9% | +19.3% | +2.6% | +12.4% |
| YTD | +58.9% | +31.1% | +27.9% | +40.4% |
| 1Y | +21.7% | +32.8% | -11.0% | +6.9% |
| 3Y | +193.3% | +135.8% | +57.5% | +103.7% |
| 5Y | +275.1% | +85.1% | +190.0% | +181.4% |
| 10Y | +655.3% | +115.9% | +539.4% | +411.9% |
| All | +655.3% | +116.4% | +538.9% | +411.9% |
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 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