+47.5%
REIT vs SPY
+115.8%
-68.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | -1.1% | +0.1% | -1.2% | -1.2% |
| 30D | -3.3% | +0.1% | -3.4% | -3.3% |
| 3M | +1.4% | +2.0% | -0.6% | -0.2% |
| 6M | +4.5% | +13.0% | -8.5% | -4.3% |
| YTD | +15.7% | +13.5% | +2.2% | +5.5% |
| 1Y | +15.5% | +20.0% | -4.4% | +1.1% |
| 3Y | +34.4% | +77.2% | -42.8% | -13.7% |
| 5Y | +17.9% | +81.9% | -64.0% | -27.1% |
| All | +47.5% | +115.8% | -68.3% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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