+61.9%
SPG vs ARWR
+1,078.7%
-1,016.9%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.5% | -2.1% |
| 7D | -1.7% | -3.2% | +1.6% | -1.3% |
| 30D | -6.3% | -6.5% | +0.2% | -5.6% |
| 3M | -2.4% | +12.7% | -15.1% | -4.3% |
| 6M | +9.6% | +36.2% | -26.6% | +4.7% |
| YTD | +14.2% | +24.5% | -10.3% | +10.0% |
| 1Y | +19.3% | +198.0% | -178.7% | +2.0% |
| 3Y | +106.7% | +176.4% | -69.6% | +69.0% |
| 5Y | +104.2% | +26.6% | +77.7% | +76.3% |
| All | +61.9% | +1,078.7% | -1,016.9% | +15.2% |
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