+365.7%
SE vs SPG
+122.5%
+243.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.7% | -0.1% |
| 7D | +2.0% | +4.9% | -2.9% | +0.6% |
| 30D | -20.0% | +15.6% | -35.6% | -23.4% |
| 3M | -31.8% | +4.1% | -35.9% | -32.6% |
| 6M | -15.9% | +13.6% | -29.4% | -19.3% |
| YTD | -40.6% | +27.5% | -68.2% | -45.0% |
| 1Y | -50.7% | +32.2% | -82.9% | -54.9% |
| 3Y | +70.3% | +126.0% | -55.7% | +32.3% |
| 5Y | -78.8% | +74.7% | -153.6% | -82.8% |
| All | +365.7% | +122.5% | +243.3% | +311.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling