+11.2%
P vs SPG
+32.2%
-21.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.0% | +4.3% | +7.4% |
| 7D | -9.6% | +5.1% | -14.7% | -6.8% |
| 30D | -33.4% | +16.8% | -50.3% | -26.8% |
| 3M | +14.2% | +5.7% | +8.6% | +19.3% |
| 6M | +31.6% | +17.8% | +13.8% | +41.8% |
| YTD | +53.5% | +30.1% | +23.4% | +70.1% |
| All | +11.2% | +32.2% | -21.0% | +23.7% |
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