+597.0%
SE vs SPG
+104.2%
+492.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +0.8% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | -0.1% | -4.9% | +4.9% | +1.4% |
| 3M | +34.1% | +3.3% | +30.8% | +32.4% |
| 6M | +23.2% | +11.2% | +12.0% | +19.0% |
| YTD | -11.2% | +17.1% | -28.2% | -15.6% |
| 1Y | -40.5% | +21.6% | -62.1% | -44.3% |
| 3Y | +196.3% | +111.9% | +84.4% | +134.8% |
| 5Y | -67.0% | +106.9% | -174.0% | -73.5% |
| All | +597.0% | +104.2% | +492.8% | +531.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling