+126.0%
SPG vs ARWR
+105.6%
+20.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.7% |
| 7D | +4.9% | -2.9% | +7.8% | +5.2% |
| 30D | +15.6% | -5.4% | +21.0% | +16.1% |
| 3M | +4.1% | -32.2% | +36.3% | +7.6% |
| 6M | +13.6% | -26.5% | +40.1% | +16.0% |
| YTD | +27.5% | -12.4% | +39.9% | +27.4% |
| 1Y | +32.2% | +46.9% | -14.6% | +24.3% |
| 3Y | +126.0% | +116.0% | +10.0% | +91.5% |
| All | +126.0% | +105.6% | +20.4% | +91.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling