+43.7%
RF vs SPG
+75.4%
-31.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.3% | -1.6% |
| 7D | -1.6% | +5.0% | -6.6% | -4.8% |
| 30D | +5.0% | +12.3% | -7.3% | -2.8% |
| 3M | -10.0% | +1.9% | -11.8% | -11.2% |
| 6M | +3.3% | +14.4% | -11.1% | -6.0% |
| YTD | +7.9% | +26.5% | -18.6% | -8.5% |
| 1Y | +21.2% | +30.7% | -9.4% | +0.5% |
| 3Y | +105.8% | +122.6% | -16.8% | +16.1% |
| 5Y | +43.7% | +73.3% | -29.6% | -6.2% |
| All | +43.7% | +75.4% | -31.7% | -6.2% |
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