+449.6%
P vs SPG
+104.8%
+344.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.4% | -0.9% | -15.5% | -16.1% |
| 7D | -31.9% | +5.0% | -36.9% | -33.2% |
| 30D | -36.5% | +12.3% | -48.8% | -39.5% |
| 3M | +11.6% | +1.9% | +9.7% | +10.3% |
| 6M | +25.2% | +14.4% | +10.8% | +17.1% |
| YTD | +39.4% | +26.5% | +12.9% | +24.8% |
| 1Y | -3.7% | +30.7% | -34.4% | -15.1% |
| 3Y | +167.3% | +122.6% | +44.7% | +89.6% |
| 5Y | +237.3% | +73.3% | +164.0% | +159.2% |
| 10Y | +698.6% | +111.1% | +587.5% | +438.1% |
| All | +449.6% | +104.8% | +344.9% | +278.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling