+626.2%
RF vs SPG
+5,256.9%
-4,630.7%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | +0.6% |
| 7D | +1.3% | -2.4% | +3.7% | +2.9% |
| 30D | -3.6% | -6.8% | +3.2% | +0.8% |
| 3M | +8.1% | +2.7% | +5.4% | +5.9% |
| 6M | +11.5% | +5.5% | +6.0% | +7.3% |
| YTD | +15.6% | +15.7% | -0.1% | +4.6% |
| 1Y | +15.7% | +20.9% | -5.2% | +1.6% |
| 3Y | +86.9% | +112.4% | -25.5% | +13.2% |
| 5Y | +89.8% | +101.4% | -11.5% | +16.6% |
| 10Y | +344.7% | +60.6% | +284.0% | +166.5% |
| All | +626.2% | +5,256.9% | -4,630.7% | +2.8% |
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