-40.5%
SE vs SPG
+22.1%
-62.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.2% | -0.1% | +1.0% |
| 7D | +0.6% | 0.0% | +0.6% | +0.6% |
| 30D | -0.1% | -4.9% | +4.9% | +0.2% |
| 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% | -11.4% |
| 1Y | -40.5% | +21.6% | -62.1% | -39.6% |
| All | -40.5% | +22.1% | -62.6% | -39.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling