+115.9%
SPG vs ARWR
+1,021.8%
-905.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | 0.0% |
| 7D | +2.7% | -19.9% | +22.7% | +5.2% |
| 30D | +16.6% | -18.7% | +35.3% | +19.1% |
| 3M | +8.1% | -44.7% | +52.8% | +15.4% |
| 6M | +19.3% | -36.5% | +55.8% | +24.6% |
| YTD | +31.1% | -25.7% | +56.7% | +33.5% |
| 1Y | +32.8% | +18.9% | +13.8% | +26.6% |
| 3Y | +135.8% | +83.1% | +52.7% | +101.0% |
| 5Y | +85.1% | -34.9% | +119.9% | +71.7% |
| 10Y | +115.9% | +1,080.9% | -964.9% | +63.0% |
| All | +115.9% | +1,021.8% | -905.9% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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