+46.4%
RF vs SPG
+84.0%
-37.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.4% |
| 7D | +1.9% | +2.0% | 0.0% | +0.6% |
| 30D | +7.3% | +17.2% | -9.9% | -3.5% |
| 3M | -7.9% | +6.3% | -14.2% | -11.8% |
| 6M | +10.5% | +18.7% | -8.2% | -1.9% |
| YTD | +9.6% | +30.1% | -20.4% | -8.8% |
| 1Y | +20.3% | +32.8% | -12.5% | -1.4% |
| 3Y | +119.5% | +133.6% | -14.0% | +19.7% |
| All | +46.4% | +84.0% | -37.6% | -7.5% |
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