+707.9%
P vs SPG
+117.3%
+590.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.0% | +4.3% | +5.5% |
| 7D | -9.6% | +5.1% | -14.7% | -11.3% |
| 30D | -33.4% | +16.8% | -50.3% | -37.5% |
| 3M | +14.2% | +5.7% | +8.6% | +11.4% |
| 6M | +31.6% | +17.8% | +13.8% | +21.8% |
| YTD | +53.5% | +30.1% | +23.4% | +35.9% |
| 1Y | +14.2% | +32.8% | -18.6% | +0.2% |
| 3Y | +190.5% | +137.2% | +53.3% | +101.2% |
| 5Y | +256.3% | +81.5% | +174.9% | +169.2% |
| 10Y | +707.9% | +116.5% | +591.3% | +441.4% |
| All | +707.9% | +117.3% | +590.6% | +441.4% |
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