+109.5%
SPG vs ARWR
+1,009.4%
-899.9%
-75.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.5% | +4.0% | 0.0% |
| 7D | +3.1% | -17.9% | +21.1% | +5.3% |
| 30D | +16.4% | -18.9% | +35.3% | +19.0% |
| 3M | +7.1% | -46.0% | +53.0% | +14.6% |
| 6M | +16.1% | -40.3% | +56.4% | +22.1% |
| YTD | +30.4% | -29.0% | +59.4% | +33.5% |
| 1Y | +33.0% | +13.8% | +19.1% | +27.4% |
| 3Y | +134.6% | +74.9% | +59.8% | +101.2% |
| 5Y | +84.9% | -36.2% | +121.1% | +72.0% |
| All | +109.5% | +1,009.4% | -899.9% | +59.6% |
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