+3,201.3%
SO vs SPG
+5,923.7%
-2,722.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +1.0% |
| 7D | -1.1% | +5.1% | -6.2% | -1.9% |
| 30D | +8.6% | +16.8% | -8.3% | +5.8% |
| 3M | +1.8% | +5.7% | -3.9% | +0.8% |
| 6M | +3.6% | +17.8% | -14.2% | +0.8% |
| YTD | +9.9% | +30.1% | -20.2% | +5.1% |
| 1Y | +5.7% | +32.8% | -27.1% | +0.7% |
| 3Y | +52.5% | +137.2% | -84.7% | +30.8% |
| 5Y | +77.3% | +81.5% | -4.1% | +57.2% |
| 10Y | +186.8% | +116.5% | +70.3% | +131.7% |
| All | +3,201.3% | +5,923.7% | -2,722.5% | +1,486.8% |
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 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