+10.3%
P vs SPG
+33.1%
-22.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.5% | -0.5% |
| 7D | -13.3% | +5.6% | -18.9% | -10.4% |
| 30D | -34.0% | +17.6% | -51.6% | -27.1% |
| 3M | +4.1% | +7.5% | -3.4% | +9.7% |
| 6M | +30.5% | +18.5% | +11.9% | +41.2% |
| YTD | +52.2% | +30.9% | +21.3% | +69.2% |
| 1Y | +10.3% | +34.1% | -23.8% | +23.1% |
| All | +10.3% | +33.1% | -22.8% | +23.1% |
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