+589.4%
SE vs SPG
+101.8%
+487.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.6% |
| 7D | -6.1% | -2.4% | -3.7% | -5.4% |
| 30D | -2.5% | -6.8% | +4.4% | -0.4% |
| 3M | +21.7% | +2.7% | +19.0% | +20.3% |
| 6M | +27.0% | +5.5% | +21.5% | +24.6% |
| YTD | -12.1% | +15.7% | -27.8% | -16.2% |
| 1Y | -40.9% | +20.9% | -61.8% | -44.5% |
| 3Y | +191.0% | +112.4% | +78.6% | +130.5% |
| 5Y | -68.3% | +101.4% | -169.6% | -74.3% |
| All | +589.4% | +101.8% | +487.5% | +526.6% |
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 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