+176.6%
P vs SPG
+124.5%
+52.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.3% |
| 7D | -23.8% | +4.9% | -28.7% | -24.9% |
| 30D | -36.6% | +15.6% | -52.2% | -39.5% |
| 3M | +10.9% | +4.1% | +6.8% | +9.5% |
| 6M | +30.0% | +13.6% | +16.4% | +22.4% |
| YTD | +44.4% | +27.5% | +16.8% | +27.5% |
| 1Y | +3.9% | +32.2% | -28.3% | -10.3% |
| 3Y | +176.6% | +126.0% | +50.6% | +97.4% |
| All | +176.6% | +124.5% | +52.0% | +97.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling