+155.9%
SO vs SPG
+61.5%
+94.3%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.8% |
| 7D | +1.0% | 0.0% | +1.0% | +1.0% |
| 30D | -3.2% | -4.9% | +1.7% | -2.3% |
| 3M | -1.7% | +3.3% | -5.0% | -2.3% |
| 6M | -7.2% | +11.2% | -18.4% | -9.0% |
| YTD | +4.6% | +17.1% | -12.5% | +1.5% |
| 1Y | +1.2% | +21.6% | -20.4% | -2.5% |
| 3Y | +45.3% | +111.9% | -66.6% | +25.4% |
| 5Y | +58.7% | +106.9% | -48.2% | +35.7% |
| 10Y | +155.9% | +62.2% | +93.6% | +157.4% |
| All | +155.9% | +61.5% | +94.3% | +157.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling