+6.6%
SO vs SPG
+33.1%
-26.5%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.6% | -0.5% | -0.1% |
| 7D | -0.1% | +5.6% | -5.7% | -2.0% |
| 30D | +8.7% | +17.6% | -8.9% | +2.6% |
| 3M | +3.4% | +7.5% | -4.1% | +0.5% |
| 6M | +3.7% | +18.5% | -14.8% | -1.7% |
| YTD | +10.0% | +30.9% | -20.9% | +1.4% |
| 1Y | +6.6% | +34.1% | -27.5% | -2.4% |
| All | +6.6% | +33.1% | -26.5% | -2.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling