+3.9%
P vs SPG
+31.7%
-27.7%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +4.1% |
| 7D | -23.8% | +4.9% | -28.7% | -21.2% |
| 30D | -36.6% | +15.6% | -52.2% | -30.6% |
| 3M | +10.9% | +4.1% | +6.8% | +14.9% |
| 6M | +30.0% | +13.6% | +16.4% | +38.9% |
| YTD | +44.4% | +27.5% | +16.8% | +59.8% |
| 1Y | +3.9% | +32.2% | -28.3% | +17.7% |
| All | +3.9% | +31.7% | -27.7% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling