+281.3%
P vs SPG
+102.5%
+178.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.0% | +2.4% | +1.8% |
| 7D | +6.5% | -2.4% | +8.9% | +7.7% |
| 30D | +18.8% | -6.8% | +25.7% | +22.5% |
| 3M | +26.7% | +2.7% | +24.1% | +23.6% |
| 6M | +62.2% | +5.5% | +56.7% | +55.1% |
| YTD | +48.5% | +15.7% | +32.8% | +34.9% |
| 1Y | +26.4% | +20.9% | +5.5% | +11.5% |
| 3Y | +159.4% | +112.4% | +47.0% | +68.1% |
| All | +281.3% | +102.5% | +178.7% | +149.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling