+186.3%
SE vs SPG
+111.2%
+75.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.5% |
| 7D | -6.1% | -2.4% | -3.7% | -5.3% |
| 30D | -2.5% | -6.8% | +4.4% | 0.0% |
| 3M | +21.7% | +2.7% | +19.0% | +19.7% |
| 6M | +27.0% | +5.5% | +21.5% | +23.4% |
| YTD | -12.1% | +15.7% | -27.8% | -17.6% |
| 1Y | -40.9% | +20.9% | -61.8% | -45.8% |
| All | +186.3% | +111.2% | +75.1% | +165.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling