+358.3%
SE vs SPG
+127.5%
+230.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +0.9% |
| 7D | -1.5% | +3.1% | -4.6% | -2.4% |
| 30D | -22.3% | +16.4% | -38.7% | -25.8% |
| 3M | -41.8% | +7.1% | -48.9% | -43.0% |
| 6M | -22.4% | +16.1% | -38.5% | -26.1% |
| YTD | -41.6% | +30.4% | -72.0% | -46.3% |
| 1Y | -48.0% | +33.0% | -81.0% | -52.5% |
| 3Y | +63.9% | +134.6% | -70.8% | +25.9% |
| 5Y | -78.2% | +84.9% | -163.1% | -82.4% |
| All | +358.3% | +127.5% | +230.8% | +301.8% |
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 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