+372.3%
SE vs SPG
+128.4%
+243.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | 0.0% | +5.6% | -5.5% | -1.5% |
| 30D | -19.4% | +17.6% | -37.0% | -23.2% |
| 3M | -33.1% | +7.5% | -40.6% | -34.6% |
| 6M | -11.4% | +18.5% | -30.0% | -16.1% |
| YTD | -39.8% | +30.9% | -70.7% | -44.7% |
| 1Y | -50.5% | +34.1% | -84.6% | -54.8% |
| 3Y | +68.9% | +135.5% | -66.7% | +29.6% |
| 5Y | -77.1% | +86.5% | -163.6% | -81.6% |
| All | +372.3% | +128.4% | +243.9% | +313.7% |
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