+149.8%
SMR vs SPG
+136.6%
+13.2%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.7% | -4.4% |
| 7D | -2.8% | +5.6% | -8.4% | -5.6% |
| 30D | -27.5% | +17.6% | -45.1% | -33.9% |
| 3M | -43.1% | +7.5% | -50.6% | -45.4% |
| 6M | -58.4% | +18.5% | -76.9% | -63.4% |
| YTD | -63.2% | +30.9% | -94.1% | -69.8% |
| 1Y | -81.6% | +34.1% | -115.8% | -85.2% |
| 3Y | +149.8% | +135.5% | +14.2% | +2.8% |
| All | +149.8% | +136.6% | +13.2% | +2.8% |
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 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