+469.1%
P vs SPG
+106.4%
+362.7%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.2% |
| 7D | -23.8% | +4.9% | -28.7% | -25.3% |
| 30D | -36.6% | +15.6% | -52.2% | -40.3% |
| 3M | +10.9% | +4.1% | +6.8% | +8.7% |
| 6M | +30.0% | +13.6% | +16.4% | +22.0% |
| YTD | +44.4% | +27.5% | +16.8% | +28.8% |
| 1Y | +3.9% | +32.2% | -28.3% | -8.8% |
| 3Y | +176.6% | +126.0% | +50.6% | +95.1% |
| 5Y | +249.3% | +74.7% | +174.5% | +167.5% |
| 10Y | +726.9% | +112.8% | +614.1% | +455.4% |
| All | +469.1% | +106.4% | +362.7% | +291.1% |
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 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