+82.7%
SPG vs ARWR
-34.9%
+117.6%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.5% |
| 7D | +2.0% | -17.8% | +19.8% | +4.4% |
| 30D | +17.2% | -18.1% | +35.4% | +20.0% |
| 3M | +6.3% | -44.2% | +50.5% | +14.3% |
| 6M | +18.7% | -38.6% | +57.3% | +25.1% |
| YTD | +30.1% | -28.0% | +58.1% | +33.1% |
| 1Y | +32.8% | +16.1% | +16.6% | +25.2% |
| 3Y | +133.6% | +84.0% | +49.6% | +88.0% |
| All | +82.7% | -34.9% | +117.6% | +58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling